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SafeBayes (version 1.1)
Generalized and Safe-Bayesian Ridge and Lasso Regression
Description
Functions for Generalized and Safe-Bayesian Ridge and Lasso Regression models with both fixed and varying variance.
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Version
Version
1.1
1.0
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Install
install.packages('SafeBayes')
Monthly Downloads
21
Version
1.1
License
GPL-2
Maintainer
Rianne de Heide
Last Published
October 20th, 2016
Functions in SafeBayes (1.1)
Search functions
metropLambda
Metropolis-Hastings algorithm to sample lambda with a Beta prior for the Bayesian Lasso
rinvGauss
The inverse Gaussian and Wald distributions