Package: horseshoe 0.2.0

horseshoe: Implementation of the Horseshoe Prior

Contains functions for applying the horseshoe prior to high- dimensional linear regression, yielding the posterior mean and credible intervals, amongst other things. The key parameter tau can be equipped with a prior or estimated via maximum marginal likelihood estimation (MMLE). The main function, horseshoe, is for linear regression. In addition, there are functions specifically for the sparse normal means problem, allowing for faster computation of for example the posterior mean and posterior variance. Finally, there is a function available to perform variable selection, using either a form of thresholding, or credible intervals.

Authors:Stephanie van der Pas [cre, aut], James Scott [aut], Antik Chakraborty [aut], Anirban Bhattacharya [aut]

horseshoe_0.2.0.tar.gz
horseshoe_0.2.0.zip(r-4.5)horseshoe_0.2.0.zip(r-4.4)horseshoe_0.2.0.zip(r-4.3)
horseshoe_0.2.0.tgz(r-4.4-any)horseshoe_0.2.0.tgz(r-4.3-any)
horseshoe_0.2.0.tar.gz(r-4.5-noble)horseshoe_0.2.0.tar.gz(r-4.4-noble)
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horseshoe.pdf |horseshoe.html
horseshoe/json (API)
NEWS

# Install 'horseshoe' in R:
install.packages('horseshoe', repos = c('https://svdpas.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

3.57 score 1 stars 3 packages 41 scripts 314 downloads 6 exports 0 dependencies

Last updated 5 years agofrom:47125974fa. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 31 2024
R-4.5-winOKOct 31 2024
R-4.5-linuxOKOct 31 2024
R-4.4-winOKOct 31 2024
R-4.4-macOKOct 31 2024
R-4.3-winOKOct 31 2024
R-4.3-macOKOct 31 2024

Exports:horseshoeHS.MMLEHS.normal.meansHS.post.meanHS.post.varHS.var.select

Dependencies:

Horseshoe vignette

Rendered fromhorseshoe-vignette.Rmdusingknitr::rmarkdownon Oct 31 2024.

Last update: 2019-07-18
Started: 2019-07-18