Community Profile

photo

Statovic


6 total contributions since 2015

Contact

Contributions in
View by

Submitted


Bayesian penalized regression with continuous shrinkage prio
Bayesian g-prior, LASSO, horseshoe and horseshoe+ linear and logistic regression

1 month ago | 8 downloads |

Thumbnail

Submitted


randcorr
This function implements the algorithm by Pourahmadi and Wang for generating a random p x p correlation matrix.

3 months ago | 4 downloads |

Thumbnail

Submitted


gigrnd(P, a, b, sampleSize)
Implementation of new Devroye algorithm for sampling from the GIG(p,a,b) distribution.

1 year ago | 4 downloads |

Thumbnail

Submitted


Bayesian linear regression with the horseshoe hierarchy
This file implements Bayesian linear regression with the horseshoe hierarchy.

1 year ago | 2 downloads |

Thumbnail

Submitted


Robust Lasso Regression with Student-t Residuals
Estimate robust lasso regression models with Student-t residuals

1 year ago | 4 downloads |

Thumbnail

Submitted


FastRidge - fast ridge regression
Implementation of fast ridge regression tool that works efficiently for the case that p > n

3 years ago | 3 downloads |

Thumbnail