Flexible Bayesian penalized regression modelling
Bayesian lasso, horseshoe and horseshoe+ linear, logistic regression and count regression
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Cite As
Enes Makalic and Daniel F. Schmidt (2016). High-Dimensional Bayesian Regularised Regression with the BayesReg Package, arXiv:1611.06649 [stat.CO]
Daniel F. Schmidt and Enes Makalic (2020). Log-Scale Shrinkage Priors and Adaptive Bayesian Global-Local Shrinkage Estimation, arXiv:1801.02321 [math.ST]
Daniel F. Schmidt and Enes Makalic (2019). Bayesian Generalized Horseshoe Estimation of Generalized Linear Models. ECML PKDD 2019: Machine Learning and Knowledge Discovery in Databases. pp 598-613
General Information
- Version 1.9.1 (109 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
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| 1.9.1 | -Fix count regression for Matlab 2020a and 2020b releases. |
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| 1.9.0 | -Updated bayesreg help file |
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| 1.9.0-1 | -Updated "Cite As" field |
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| 1.9.0-0 | -Added support for count regression via Poisson and geometric regression models
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| 1.8.0 | -Updated the "Cite As" field in the toolbox description |
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| 1.8.0-0 | -Added function "br_sparsify()" to sparsify posterior coefficient estimates; three sparsification methods currently available (see "br_example15")
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| 1.7.0 | -improved sampling speed for large design matrices
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| 1.6.0 | -Display the Widely Applicable Akaike's Information Criterion (WAIC) instead of DIC in summary output
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| 1.5.0 | - written a new parallelised C++ implementation of sampling code for logistic regression
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| 1.4.0 | - Added option ‘groups’ which allows grouping of variables into potentially overlapping groups
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| 1.3.0 | - Tidied up the summary display
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| 1.2.0 | Version 1.2
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| 1.1.0 | Version 1.1
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| 1.0.0 | Updated description to include links to the full version of the toolbox. |