fasthorseshoe-package: Fast Bayesian horseshoe regression implemented by the elliptical slice sampler.

Description

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.

Details

For an overview of the package including list of functions and demos, please run

help(package="fastHorseshoe")

Author(s)

P. Richard Hahn, Jingyu He and Hedibert Lopes

Maintainer: Jingyu He jingyu.he@chicagobooth.edu

References

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

See Also

fastHorseshoe


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

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