Group Inverse-Gamma Gamma Shrinkage for Sparse Regression with
Grouping Structure
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Documentation for package ‘gigg’ version 0.2.1
Help Pages
| chol_solve | Solve function with Cholesky decomposition. |
| concentrated | Example data set |
| digamma_inv | Inverse digamma function. |
| distributed | Example data set |
| gigg | GIGG regression |
| gigg_fixed_gibbs_sampler | Gibbs sampler for GIGG regression with fixed hyperparameters. |
| gigg_mmle_gibbs_sampler | Gibbs sampler for GIGG regression with hyperparameters estimated via MMLE. |
| quick_solve | Iterative one rank update for matrix inverse. |
| rgig_cpp | Randomly generate a generalized inverse gaussian random variable. |