bridge_map: Bayesian Bridge Regression maximum a posteriori estimator

In abnormally-distributed/cvreg: Cross Validation and Robust Estimation Utilities

Description

Bayesian Bridge Regression maximum a posteriori estimator

Usage

bridge_map(formula, data, kappa = 0.5, prior = NULL)

Arguments

formula	model formula
data	a data frame
kappa	the norm you wish to use. the minimum allowed is 0.250. the default is 0.50.
prior	prior the shape and rate parameters for the gamma prior on nu.

Value

a penreg object

References

Mallick, H. & Yi, N. (2018) Bayesian Bridge Regression. Journal of Applied Statistics, 45(6), 988-1008, doi: 10.1080/02664763.2017.1324565

Polson, N.G., Scott, J.G., & Windle, J. (2014) The Bayesian Bridge. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 76(4), 713-33. doi: 10.1111/rssb.12042

abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.