fasthorseshoe-package: Fast Bayesian horseshoe regression implemented by the...
In fastHorseshoe: The Elliptical Slice Sampler for Bayesian Horseshoe Regression

Description Details Author(s) References See Also

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

help(package="fastHorseshoe")

P. Richard Hahn, Jingyu He and Hedibert Lopes

Maintainer: Jingyu He jingyu.he@chicagobooth.edu

Hahn, P. Richard, Jingyu He, and Hedibert Lopes. Elliptical slice sampling for Bayesian shrinkage regression with applications to causal inference (2016).

fastHorseshoe

fastHorseshoe documentation built on May 29, 2017, 9:49 a.m.