himelmallick/UBeRr: 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.

install.packages("remotes")
remotes::install_github("himelmallick/UBeRr")