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) .


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("ebreg")

0.1.2 by Yiqi Tang, 6 days ago


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


Authors: Yiqi Tang , Ryan Martin


Documentation:   PDF Manual  


GPL-3 license


Imports Rdpack

Depends on lars, stats

Suggests testthat, roxygen2


See at CRAN