Packages by Peter Knaus

shrinkGPR — 1.0.0

Scalable Gaussian Process Regression with Hierarchical Shrinkage Priors

shrinkTVP — 3.1.0

Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage

shrinkTVPVAR — 1.0.1

Efficient Bayesian Inference for TVP-VAR-SV Models with Shrinkage