Description Usage Arguments Value References Examples
The shape adaptive shrinkage prior of Sillanpää & Mutshinda (2011). This is essentially bridge regression, but with a
shape parameter describing the Lp norm that is allowed to vary rather than stay fixed at a single value. The generalized gaussian
prior is parameterized in the manner of Mallick & Yi (2018) rather than the method originally described in Sillanpää & Mutshinda (2011).
Analytically, this makes no difference, but computationally, it is much faster and more stable.
The benefit of the shape adaptive shrinkage prior is that one need not pick a specific norm. Hence, if there is uncertainty over
whether or not one wishes to choose the L1 norm (LASSO) or L2 norm (Ridge), this integrates over a reasonable range of values. The gamma
prior for the norm has an expected value of 1.4, which gives a reasonable compromise between the LASSO and Ridge.
Model Specification:
Plugin Pseudo-Variances:
1 2 3 |
formula |
the model formula |
data |
a data frame. |
family |
one of "gaussian", "binomial", or "poisson". |
log_lik |
Should the log likelihood be monitored? The default is FALSE. |
iter |
How many post-warmup samples? Defaults to 10000. |
warmup |
How many warmup samples? Defaults to 1000. |
adapt |
How many adaptation steps? Defaults to 2000. |
chains |
How many chains? Defaults to 4. |
thin |
Thinning interval. Defaults to 1. |
method |
Defaults to "parallel". For an alternative parallel option, choose "rjparallel" or. Otherwise, "rjags" (single core run). |
cl |
Use parallel::makeCluster(# clusters) to specify clusters for the parallel methods. Defaults to two cores. |
... |
Other arguments to run.jags. |
a runjags object
Mallick, H. & Yi, N. (2018) Bayesian bridge regression, Journal of Applied Statistics, 45:6, 988-1008, DOI: 10.1080/02664763.2017.1324565
Sillanpää, S., & Mutshinda, C., (2011) Bayesian shrinkage analysis of QTLs under shape-adaptive shrinkage priors, and accurate re-estimation of genetic effects. Heredity volume 107, pages 405–412. doi: 10.1038/hdy.2011.37
1 | sasp()
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