ebreg: Implementation of the Empirical Bayes Method

Implements a Bayesian-like approach to the high-dimensional sparse linear regression problem based on an empirical or data-dependent prior distribution, which can be used for estimation/inference on the model parameters, variable selection, and prediction of a future response. The method was first presented in Martin, Ryan and Mess, Raymond and Walker, Stephen G (2017) <doi:10.3150/15-BEJ797>. More details focused on the prediction problem are given in Martin, Ryan and Tang, Yiqi (2019) <arXiv:1903.00961>.

Getting started

Package details

AuthorYiqi Tang, Ryan Martin
MaintainerYiqi Tang <[email protected]>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the ebreg package in your browser

Any scripts or data that you put into this service are public.

ebreg documentation built on Oct. 30, 2019, 11:24 a.m.