bayeslm-package: Efficient sampling for Gaussian linear regression with...

bayeslm-packageR Documentation

Efficient sampling for Gaussian linear regression with arbitrary priors

Description

The elliptical slice sampler for Bayesian linear regression with shrinakge priors such as horseshoe, Laplace prior, ridge prior.

Author(s)

P. Richard Hahn, Jingyu He and Hedibert Lopes

Maintainer: Jingyu He jingyuhe@cityu.edu.hk

References

Hahn, P. Richard, Jingyu He, and Hedibert Lopes. Efficient sampling for Gaussian linear regression with arbitrary priors (2017).

See Also

bayeslm


bayeslm documentation built on June 28, 2022, 1:05 a.m.