Implementation of the Horseshoe Prior
Overview
Contains functions for applying the horseshoe prior to high- dimensional linear regression, yielding the posterior mean and credible intervals, amongst other things. The key parameter tau can be equipped with a prior or estimated via maximum marginal likelihood estimation (MMLE). The main function, horseshoe, is for linear regression. In addition, there are functions specifically for the sparse normal means problem, allowing for faster computation of for example the posterior mean and posterior variance. Finally, there is a function available to perform variable selection, using either a form of thresholding, or credible intervals.
- Vignette added
- References in documentation updated
From NEWS.md in the release
Install
Health
CRAN check results are not tracked yet.
Documentation
- Help pages
- 9 (3 internal)
- Examples that run
- 67%4 run in a plain check · 2 never run
- Exported functions with examples
- 100%
- Documented parameters
- 98%
- Return-value docs
- 100%
- Help pages citing references
- 67%
Downloads
Dependencies
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- archivedRemoved from CRAN2025-10-10check problems were not corrected despite reminders
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 0.2.02019-07-18 · diff ↗
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- 0.1.02016-11-08
- RR 3.3.0 released · 2016-05-03
Package metadata
- First published
- 2016-11-08
- Total releases
- 2 / 10 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.1.0
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