Fits linear or logistic regression model using Bayesian global-local shrinkage prior hierarchies as described in Polson and Scott (2010) <doi:10.1093/acprof:oso/9780199694587.003.0017>. Handles ridge, lasso, horseshoe and horseshoe+ regression with logistic, Gaussian, Laplace or Student-t distributed targets using the algorithms summarized in Makalic and Schmidt (2016) <arXiv:1611.06649>.
| Version: | 1.1 |
| Imports: | stats (≥ 3.0), pgdraw (≥ 1.0) |
| Published: | 2019-06-03 |
| Author: | Daniel F. Schmidt [aut, cph, cre], Enes Makalic [aut, cph] |
| Maintainer: | Daniel F. Schmidt <daniel.schmidt at monash.edu> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| Citation: | bayesreg citation info |
| CRAN checks: | bayesreg results |
| Reference manual: | bayesreg.pdf |
| Package source: | bayesreg_1.1.tar.gz |
| Windows binaries: | r-devel: bayesreg_1.1.zip, r-release: bayesreg_1.1.zip, r-oldrel: bayesreg_1.1.zip |
| macOS binaries: | r-release: bayesreg_1.1.tgz, r-oldrel: bayesreg_1.1.tgz |
| Old sources: | bayesreg archive |
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