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.

Author
P. Richard Hahn, Jingyu He and Hedibert Lopes
Date of publication
2016-11-29 08:10:00
Maintainer
Jingyu He <jingyu.he@chicagobooth.edu>
License
LGPL (>= 2)
Version
0.1.0
URLs

View on CRAN

Man pages

fastHorseshoe
Fast Bayesian horseshoe regression by the ellipitical slice...
fasthorseshoe-package
Fast Bayesian horseshoe regression implemented by the...

Files in this package

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