bayesreg (Q43042)
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Bayesian Regression Models with Global-Local Shrinkage Priors
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | bayesreg |
Bayesian Regression Models with Global-Local Shrinkage Priors |
Statements
30 September 2024
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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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