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bayesreg

Bayesian Regression Models with Global-Local Shrinkage Priors

v1.3 · Sep 30, 2024 · GPL (>= 3)

Description

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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14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (2)

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Dependency Network

Dependencies Reverse dependencies pgdraw doParallel foreach VsusP BayesianLasso bayesreg

Version History

new 1.3 Mar 10, 2026
updated 1.3 ← 1.2 diff Sep 29, 2024
updated 1.2 ← 1.1 diff Mar 28, 2021
updated 1.1 ← 1.0 diff Jun 2, 2019
new 1.0 Nov 23, 2016