SafeBayes: Generalized and Safe-Bayesian Ridge and Lasso Regression

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Functions for Generalized and Safe-Bayesian Ridge and Lasso Regression models with both fixed and varying variance.

Author
Rianne de Heide [aut, cre], Gustavo de los Campos [ctb], Paulino Perez Rodriguez [ctb], Bob Wheeler [ctb]
Date of publication
2016-10-20 21:04:18
Maintainer
Rianne de Heide <r.de.heide@cwi.nl>
License
GPL-2
Version
1.1

View on CRAN

Man pages

GBLasso
Generalized Bayesian Lasso
GBLassoFV
Generalized Bayesian Lasso with fixed variance
GBRidge
Generalized Bayesian Ridge Regression
GBRidgeFV
Generalized Bayesian Ridge Regression with fixed variance
metropLambda
Metropolis-Hastings algorithm to sample lambda with a Beta...
rinvGauss
The inverse Gaussian and Wald distributions
SBLassoIlog
I-log-Safe-Bayesian Lasso
SBLassoISq
I-square-Safe-Bayesian Lasso
SBLassoRlog
R-log-Safe-Bayesian Lasso
SBLassoRSq
R-square-Safe-Bayesian Lasso
SBRidgeIlog
I-log-Safe-Bayesian Ridge Regression
SBRidgeISq
I-square-Safe-Bayesian Ridge Regression
SBRidgeRlog
R-log-Safe-Bayesian Ridge Regression
SBRidgeRSq
R-square Safe-Bayesian Ridge Regression

Files in this package

SafeBayes
SafeBayes/src
SafeBayes/src/dists.cc
SafeBayes/src/datatabs.h
SafeBayes/src/dists.h
SafeBayes/src/wheeler.h
SafeBayes/src/safe_sample_betas.c
SafeBayes/NAMESPACE
SafeBayes/NEWS
SafeBayes/R
SafeBayes/R/SBLassoRSq.R
SafeBayes/R/SBRidgeISq.R
SafeBayes/R/SBRidgeRlog.R
SafeBayes/R/metropLambda.R
SafeBayes/R/SBRidgeIlog.R
SafeBayes/R/rinvGauss.R
SafeBayes/R/GBRidge.R
SafeBayes/R/SBLassoIlog.R
SafeBayes/R/GBRidgeFV.R
SafeBayes/R/GBlassoFV.R
SafeBayes/R/SBRidgeRSq.R
SafeBayes/R/SBLassoRlog.R
SafeBayes/R/SBLassoISq.R
SafeBayes/R/GBLasso.R
SafeBayes/MD5
SafeBayes/DESCRIPTION
SafeBayes/man
SafeBayes/man/SBLassoIlog.Rd
SafeBayes/man/SBRidgeIlog.Rd
SafeBayes/man/SBRidgeISq.Rd
SafeBayes/man/GBRidgeFV.Rd
SafeBayes/man/SBLassoRlog.Rd
SafeBayes/man/GBLasso.Rd
SafeBayes/man/rinvGauss.Rd
SafeBayes/man/SBRidgeRSq.Rd
SafeBayes/man/GBRidge.Rd
SafeBayes/man/SBLassoISq.Rd
SafeBayes/man/GBLassoFV.Rd
SafeBayes/man/SBLassoRSq.Rd
SafeBayes/man/metropLambda.Rd
SafeBayes/man/SBRidgeRlog.Rd