HDBRR: 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.
Version: |
1.1.4 |
Depends: |
R (≥ 3.0.0) |
Imports: |
numDeriv, parallel, bigstatsr, MASS, graphics |
Published: |
2022-10-05 |
DOI: |
10.32614/CRAN.package.HDBRR |
Author: |
Sergio Perez-Elizalde Developer [aut],
Blanca Monroy-Castillo Developer [aut, cre],
Paulino Perez-Rodriguez User [ctb],
Jose Crossa User [ctb] |
Maintainer: |
Blanca Monroy-Castillo Developer <blancamonroy.96 at gmail.com> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
no |
CRAN checks: |
HDBRR results |
Documentation:
Downloads:
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