[R-pkgs] Announcing new package horseshoe

S.L. van der Pas svdpas at math.leidenuniv.nl
Wed Nov 16 21:15:07 CET 2016

Dear R users,

The first version of the package ‘horseshoe' is now available on CRAN. It contains various functions for implementing the horseshoe prior for sparse linear regression, and faster versions for the special case of the normal means problem.

The functions output, among other things, the horseshoe estimator (posterior mean), credible intervals, and there is a function to perform variable selection.

The package can be installed by typing install.packages{“horseshoe”)

The page for the package:

https://CRAN.R-project.org/package=horseshoe <https://cran.r-project.org/package=horseshoe>

The manual contains examples for each function:

https://cran.r-project.org/web/packages/horseshoe/horseshoe.pdf <https://cran.r-project.org/web/packages/horseshoe/horseshoe.pdf>

Comments and suggestions are very welcome.

Best wishes,

Stéphanie van der Pas, James Scott, Antik Chakraborty and Anirban Bhattacharya

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