fastHorseshoe: The Elliptical Slice Sampler for Bayesian Horseshoe Regression

The elliptical slice sampler for Bayesian shrinkage linear regression, such as horseshoe, double-exponential and user specific priors.

Install the latest version of this package by entering the following in R:
install.packages("fastHorseshoe")
AuthorP. Richard Hahn, Jingyu He and Hedibert Lopes
Date of publication2016-11-29 08:10:00
MaintainerJingyu He <jingyu.he@chicagobooth.edu>
LicenseLGPL (>= 2)
Version0.1.0
http://jingyuhe.com/software.html

View on CRAN

Files

src
src/Makevars
src/fastHorseshoe.cpp
src/Makevars.win
src/RcppExports.cpp
NAMESPACE
R
R/RcppExports.R R/fastHorseshoe.R
README.md
MD5
DESCRIPTION
man
man/fasthorseshoe-package.Rd man/fastHorseshoe.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.