himelmallick/UBR: Unified Bayesian Regularization via Scale Mixture of Uniform Distributions

UBR provides Bayesian regularization methods for high-dimensional linear regression. The methods implemented in this package leverage a novel data augmentation scheme based on the scale mixture of uniform (SMU) distribution that leads to a set of efficient Gibbs samplers with tractable full conditional posterior distributions and superior performance over existing methods.

Getting started

Package details

MaintainerHimel Mallick <himel.mallick@merck.com>
LicenseMIT
Version0.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("himelmallick/UBR")
himelmallick/UBR documentation built on June 2, 2020, 7:19 p.m.