Fast Bayesian horseshoe regression implemented by the elliptical slice sampler.

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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