Dear R users,
The first version of the package ?horseshoe' is now available on CRAN. It
contains various functions for implementing the horseshoe prior for sparse
linear regression, and faster versions for the special case of the normal means
problem.
The functions output, among other things, the horseshoe estimator (posterior
mean), credible intervals, and there is a function to perform variable
selection.
The package can be installed by typing install.packages{?horseshoe?)
The page for the package:
https://CRAN.R-project.org/package=horseshoe
<https://cran.r-project.org/package=horseshoe>
The manual contains examples for each function:
https://cran.r-project.org/web/packages/horseshoe/horseshoe.pdf
<https://cran.r-project.org/web/packages/horseshoe/horseshoe.pdf>
Comments and suggestions are very welcome.
Best wishes,
St?phanie van der Pas, James Scott, Antik Chakraborty and Anirban Bhattacharya
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