bayesreg

swMATH31331CRANbayesregMaRDI QIDQ43042

Bayesian Regression Models with Global-Local Shrinkage Priors

Daniel F. Schmidt, Enes Makalic

Last update: 29 March 2021

Copyright license: GNU General Public License

Software version identifier: 1.2

Source code repository: https://github.com/sara-vanerp/bayesreg

Cites work

• Shrink Globally, Act Locally: Sparse Bayesian Regularization and Prediction*
• High-Dimensional Bayesian Regularised Regression with the BayesReg Package

Described by source

• Shrinkage priors for Bayesian penalized regression

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