xylimeng/BayesianVariableSelection: Use Dirichlet Laplace Prior to Solve Linear Regression Problem and Do Variable Selection

The goal of dlbayes is to implement the Dirichlet Laplace shrinkage prior in Bayesian linear regression and variable selection, featuring: utility functions in implementing Dirichlet-Laplace priors such as visualization; scalability in Bayesian linear regression; penalized credible regions for variable selection.

Getting started

Package details

AuthorShijia Zhang; Meng Li
MaintainerShijia Zhang <zsj27@mail.ustc.edu.cn>
LicenseMIT + file LICENSE
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("xylimeng/BayesianVariableSelection")
xylimeng/BayesianVariableSelection documentation built on May 4, 2019, 3:19 p.m.