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Statovic


5 total contributions since 2015

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

6 months ago | 5 downloads |

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

7 months ago | 16 downloads |

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

8 months ago | 3 downloads |

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

11 months ago | 3 downloads |

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

2 years ago | 11 downloads |

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