ebreg
Implementation of the Empirical Bayes Method
Implements a Bayesian-like approach to the high-dimensional sparse linear regression problem based on an empirical or data-dependent prior distribution, which can be used for estimation/inference on the model parameters, variable selection, and prediction of a future response. The method was first presented in Martin, Ryan and Mess, Raymond and Walker, Stephen G (2017) doi:10.3150/15-BEJ797. More details focused on the prediction problem are given in Martin, Ryan and Tang, Yiqi (2019) doi:10.48550/arXiv.1903.00961.
- Version0.1.3
- R versionunknown
- LicenseGPL-3
- Needs compilation?No
- Last release05/26/2021
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Team
Yiqi Tang
Ryan Martin
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