swMATH ID: 35484
Software Authors: Yiqi Tang, Ryan Martin
Description: R package ebreg: Implementation of the Empirical Bayes Method. Implements a Bayesian-like approach to the high-dimensional sparse linear regression problem based on an empirical or data-dependent prior distribution, which can be used for estimation/inference on the model parameters, variable selection, and prediction of a future response. The method was first presented in Martin, Ryan and Mess, Raymond and Walker, Stephen G (2017) <doi:10.3150/15-BEJ797>. More details focused on the prediction problem are given in Martin, Ryan and Tang, Yiqi (2019) <arXiv:1903.00961>.
Homepage: https://cran.r-project.org/web/packages/ebreg/index.html
Source Code:  https://github.com/cran/ebreg
Dependencies: R
Related Software: horseshoe; selectiveInference; parcor; mixOmics; lars
Cited in: 1 Publication

Cited by 2 Authors

1 Martin, Ryan
1 Tang, Yiqi

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