Mhorseshoe: Approximate Algorithm for Horseshoe Prior

Provides exact and approximate algorithms for the horseshoe prior in linear regression models, which were proposed by Johndrow et al. (2020) <https://www.jmlr.org/papers/v21/19-536.html>.

Package details

AuthorKang Mingi [aut, cre], Lee Kyoungjae [aut]
MaintainerKang Mingi <leehuimin115@g.skku.edu>
LicenseMIT + file LICENSE
Version0.1.4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("Mhorseshoe")

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Mhorseshoe documentation built on April 12, 2025, 1:33 a.m.