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Mhorseshoe
View on CRAN: Click
here
Download and install Mhorseshoe package within the R console
Install from CRAN:
install.packages("Mhorseshoe")
Install from Github:
library("remotes")
install_github("cran/Mhorseshoe")
Install by package version:
library("remotes")
install_version("Mhorseshoe", "0.1.3")
Attach the package and use:
library("Mhorseshoe")
Maintained by
Kang Mingi
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-11-21
Latest Update: 2023-11-24
Description:
Provides an approximate algorithm for the horseshoe estimator
used in Bayesian linear models. By implementing a sampler with high
computational cost in the 'Rcpp' package and using an approximate algorithm
that reduces matrix calculation complexity, parameter estimation speed for
high-dimensional sparse data is faster. The approximate algorithm is
described in Johndrow et al. (2020)
.
How to cite:
Kang Mingi (2023). Mhorseshoe: Approximate Algorithm for Horseshoe Prior. R package version 0.1.3, https://cran.r-project.org/web/packages/Mhorseshoe. Accessed 21 Nov. 2024.
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