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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

Install

install.packages('SafeBayes')

Monthly Downloads

2

Version

1.1

License

GPL-2

Maintainer

Rianne de Heide

Last Published

October 20th, 2016

Functions in SafeBayes (1.1)

metropLambda

Metropolis-Hastings algorithm to sample lambda with a Beta prior for the Bayesian Lasso
rinvGauss

The inverse Gaussian and Wald distributions