Bayespredmse: Prediction or MSE

In USTCLifengLiu/StatComp21038: Bayesian Lasso Regression function

Description

A function that can complete the Bayesian Lasso Regression and get the prediction or MSE.

Usage

Bayespredmse(
  x,
  y,
  x1 = as.matrix(0, 1, 1),
  center = T,
  scale = T,
  a = 1,
  b = 1,
  n.max = 10000,
  E = TRUE,
  r = 1,
  d = 1,
  pred = T
)

Arguments

x	predictor variables
y	response variable
x1	a matrix which should be given if pred = T
center	TRUE/FALSE (default: TRUE, if the design matrix x has been centered)
scale	TRUE/FALSE (default: TRUE, if the design matrix x has been scaled)
a,b	parameter of sigma2's prior, default 1,1
n.max	n of interations (default: 10000)
E	TRUE/FALSE (default: TRUE, estimating lambda by empircal bayes; FALSE, estimating lambda by Hyperprior method.)
r, d	hyper-Gamma prior for lambda^2 if E = FALSE
pred	TRUE/FALSE (default: TRUE, we need the prediction; FALSE, we need the MSE)

Value

pred: the prediction

MSE: the MSE

References

Park, Trevor, and George Casella. "The bayesian lasso." Journal of the American Statistical Association 103.482 (2008): 681-686.

Examples

## Not run: 
data(Data)
attach(Data)
x<-Data$diabetes.x
y<-Data$diabetes.y
Bayespredmse(x,y,a=0,b=0,pred=F)

## End(Not run)

USTCLifengLiu/StatComp21038 documentation built on Dec. 23, 2021, 10:18 p.m.