bayesreg

Bayesian Regression Models with Global-Local Shrinkage Priors

CRAN Package

Fits linear or generalized linear regression models using Bayesian global-local shrinkage prior hierarchies as described in Polson and Scott (2010) doi:10.1093/acprof:oso/9780199694587.003.0017. Provides an efficient implementation of ridge, lasso, horseshoe and horseshoe+ regression with logistic, Gaussian, Laplace, Student-t, Poisson or geometric distributed targets using the algorithms summarized in Makalic and Schmidt (2016) doi:10.48550/arXiv.1611.06649.


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  • Depends3 packages
  • Reverse Imports1 package