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Mhorseshoe  

Approximate Algorithm for Horseshoe Prior
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]
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 07 Nov. 2024.
Previous versions and publish date:
0.1.0 (2023-11-21 19:30), 0.1.2 (2023-11-24 10:20)
Other packages that cited Mhorseshoe R package
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Complete documentation for Mhorseshoe
Functions, R codes and Examples using the Mhorseshoe R package
Full Mhorseshoe package functions and examples
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