dhs: The Horseshoe Prior Distribution

In jrnold/bayz: Miscellaneous Bayesian functions

Description

The Horseshoe Prior Distribution

Usage

dhs(x, tau = 1, location = 0)

rhs(n, tau = 1, location = 0)

Arguments

x	A numeric vector of quantiles
tau	numeric vector. The scale parameter
location	numeric vector. The location parameter.
n	Number of samples to draw

Value

A numeric vector

References

Carvalho, C. M., Polson, N. G., Scott, J. G. (2010) “The horseshoe estimator for sparse signals”. Biometrika doi:10.1093/biomet/asq017.

jrnold/bayz documentation built on May 5, 2019, 5:52 p.m.