Description Usage Arguments Value Examples
Generates posterior samples using the horseshoe prior. The Gibbs sampling method from \insertRefsimplehorserule is used to generate the posterior samples.
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X |
A matrix containing the predictor variables to be used. |
y |
The vector of numeric responses. |
niter |
Number of posterior samples. |
hsplus |
If "hsplus=T" the horseshoe+ extension will be used. |
prior |
Prior for the individual predictors. If all 1 a standard horseshoe model is fit. |
thin |
If > 1 thinning is performed to reduce autocorrelation. |
restricted |
Threshold for restricted Gibbs sampling. In each iteration only coefficients with scale > restricted are updated. Set restricted = 0 for unrestricted Gibbs sampling. |
A list containing the posterior samples of the following parameters:
beta |
Matrix containing the posterior samples for the regression coefficients. |
sigma |
Vector contraining the Posterior samples of the error variance. |
tau |
Vector contraining the Posterior samples of the overall shrinkage. |
lambda |
Matrix containing the posterior samples for the individual shrinkage parameter. |
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