Implementation of the Empirical Bayes Method

Implements a Bayesian-like approach to the high-dimensional sparse linear regression problem based on an empirical or data-dependent prior distribution, which can be used for estimation/inference on the model parameters, variable selection, and prediction of a future response. The method was first presented in Martin, Ryan and Mess, Raymond and Walker, Stephen G (2017) . More details focused on the prediction problem are given in Martin, Ryan and Tang, Yiqi (2019) .


Reference manual

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0.1.3 by Yiqi Tang, 6 months ago

Browse source code at

Authors: Yiqi Tang , Ryan Martin

Documentation:   PDF Manual  

GPL-3 license

Imports Rdpack

Depends on lars, stats

Suggests testthat, roxygen2

See at CRAN