High Dimensional Bayesian Ridge Regression without MCMC

Ridge regression provide biased estimators of the regression parameters with lower variance. The HDBRR ("High Dimensional Bayesian Ridge Regression") function fits Bayesian Ridge regression without MCMC, this one uses the SVD or QR decomposition for the posterior computation.


Reference manual

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1.1.3 by Blanca Monroy-Castillo Developer, 3 months ago

Browse source code at https://github.com/cran/HDBRR

Authors: Sergio Perez-Elizalde Developer [aut] , Blanca Monroy-Castillo Developer [aut, cre] , Paulino Perez-Rodriguez User [ctb] , Jose Crossa User [ctb]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports numDeriv, parallel, bigstatsr, MASS, graphics

See at CRAN