Fast Bayesian horseshoe regression implemented by the elliptical slice sampler.
The elliptical slice sampler for Bayesian linear regression with shrinakge priors such as horseshoe, double-exponential prior. The main function can also implement user-specified prior functions.
For an overview of the package including list of functions and demos, please run
P. Richard Hahn, Jingyu He and Hedibert Lopes
Maintainer: Jingyu He firstname.lastname@example.org
Hahn, P. Richard, Jingyu He, and Hedibert Lopes. Elliptical slice sampling for Bayesian shrinkage regression with applications to causal inference (2016).
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