R2D2-package: Bayesian Linear Regression Using the R2-D2 Shrinkage Prior

In yandorazhang/R2D2: Bayesian Linear Regression Using the R2-D2 Shrinkage Prior

Description

This package is designed for fitting Bayesian linear regression with a global and local shrinkage prior, i.e., the R2-D2 prior.

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Bayesian Linear Regression Using the R2-D2 Shrinkage Prior Yan Dora Zhang, Brian P. Naughton, Howard D. Bondell, and Brian J. Reich Maintainer: Yan Dora Zhang <[e-mail]> Zhang, Yan Dora, et al. "Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior." arXiv:1609.00046v3 (2020) Global-local shrinkage, High-dimensional regression, Beta-prime distribution, Coefficient of Determination

yandorazhang/R2D2 documentation built on Nov. 23, 2020, 7:05 a.m.