Fast High-Dimensional Gibbs Samplers for Bayesian Lasso Regression


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Documentation for package ‘LassoHiDFastGibbs’ version 0.1.4

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LassoHiDFastGibbs-package Fast High-Dimensional Gibbs Samplers for Bayesian Lasso Regression
blasso_gibbs_2block_bl Bayesian lasso Gibbs sampler: 2-block (beta–lambda2) variant
blasso_gibbs_2block_bs Bayesian lasso Gibbs sampler: 2-block (beta–sigma2) variant
blasso_pcg_lambda2_va Bayesian lasso PCG sampler: lambda2 collapsed over local scales
blasso_pcg_sigma2_va Bayesian lasso PCG sampler: sigma2 collapsed over local scales
LassoHiDFastGibbs Fast High-Dimensional Gibbs Samplers for Bayesian Lasso Regression
normalize Normalize Response and Covariates
penalized_nested_Gibbs Penalized nested Gibbs sampler for Bayesian linear regression
penalized_pcg_beta_sigma2 Penalized PCG sampler: beta block, lambda2 collapsed over sigma2
penalized_pcg_lambda2_sigma2 Penalized PCG sampler: lambda2 collapsed over sigma2
penalized_pcg_sigma2_beta Penalized PCG sampler: sigma2 collapsed over beta
penalized_pcg_sigma2_lambda2 Penalized PCG sampler: sigma2 collapsed over lambda2