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Statovic


6 total contributions since 2015

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

1 month ago | 7 downloads |

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

5 months ago | 14 downloads |

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

12 months ago | 1 download |

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

1 year ago | 1 download |

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

1 year ago | 5 downloads |

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

3 years ago | 3 downloads |

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