gibbsBLasso: Gibbs Sampler for Bayesian Lasso

Description Usage Arguments Value Author(s) Source Examples

View source: R/gibbsBLasso.R

Description

Gibbs Sampler for Bayesian Lasso

Usage

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gibbsBLasso(x, y, max.steps = 1e+05)

Arguments

x

Desing matrix

y

Data

max.steps

Number of iterations

Value

Vector of posterior median beta

Author(s)

Pu Wang, George Mason University, Fairfax, USA

Source

https://cs.gmu.edu/~pwang7/gibbsBLasso.html

Examples

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library(lars)
data(diabetes)
x <- scale(diabetes$x)
y <- scale(diabetes$y)
betas <- gibbsBLasso(x, y, max.steps = 100000)

volkerschmid/bayeskurs documentation built on Dec. 23, 2021, 4:10 p.m.