Generalized and Safe-Bayesian Ridge and Lasso Regression

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Documentation for package ‘SafeBayes’ version 1.1

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GBLasso Generalized Bayesian Lasso
GBLassoFV Generalized Bayesian Lasso with fixed variance
GBRidge Generalized Bayesian Ridge Regression
GBRidgeFV Generalized Bayesian Ridge Regression with fixed variance
metropLambda Metropolis-Hastings algorithm to sample lambda with a Beta prior for the Bayesian Lasso
rinvGauss The inverse Gaussian and Wald distributions
SBLassoIlog I-log-Safe-Bayesian Lasso
SBLassoISq I-square-Safe-Bayesian Lasso
SBLassoRlog R-log-Safe-Bayesian Lasso
SBLassoRSq R-square-Safe-Bayesian Lasso
SBRidgeIlog I-log-Safe-Bayesian Ridge Regression
SBRidgeISq I-square-Safe-Bayesian Ridge Regression
SBRidgeRlog R-log-Safe-Bayesian Ridge Regression
SBRidgeRSq R-square Safe-Bayesian Ridge Regression