R-ebreg

v 0.1.3 Updated: 1 year, 9 months ago

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.

https://cran.r-project.org/package=ebreg

To install R-ebreg, paste this in macOS terminal after installing MacPorts

sudo port install R-ebreg

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