Implementation of the Horseshoe Prior

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Documentation for package ‘horseshoe’ version 0.2.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

horseshoe	Function to implement the horseshoe shrinkage prior in Bayesian linear regression
HS.MMLE	MMLE for the horseshoe prior for the sparse normal means problem.
HS.normal.means	The horseshoe prior for the sparse normal means problem
HS.post.mean	Posterior mean for the horseshoe for the normal means problem.
HS.post.var	Posterior variance for the horseshoe for the normal means problem.
HS.var.select	Variable selection using the horseshoe prior