Skip to content

gleday/shrinkage

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

57 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

shrinkage

An R package to fit Bayesian regression models with shrinkage priors.

Linear regression models with global shrinkage priors:

Linear regression models with local shrinkage priors, which accommodate grouped variables and some sparse-inducing priors:

Installation

To install shrinkage from R:

# Install/load R package devtools
install.packages("devtools")
library(devtools)

# Install/load R package beam from github
install_github("gleday/shrinkage")
library(shrinkage)

Vignettes

Vignette describing in details the implemented algorithms:

vignette("Algorithms", package = "shrinkage")

Vignette providing code for fitting models using Stan via the R package rstan:

vignette("Stan", package = "shrinkage")