Mhorseshoe

Approximate Algorithm for Horseshoe Prior

CRAN Package

Provides exact and approximate algorithms for the horseshoe prior in linear regression models, which were proposed by Johndrow et al. (2020) https://www.jmlr.org/papers/v21/19-536.html.

  • Version0.1.3
  • R versionunknown
  • LicenseMIT
  • Needs compilation?Yes
  • Last release06/27/2024

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  • Imports1 package
  • Suggests5 packages
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