lasso

This functionality is no longer supported as of brms version 2.19.2. Please
use the <code>horseshoe</code> or <code>R2D2</code> shrinkage priors instead.

Fit Bayesian generalized (non-)linear multivariate multilevel models
using 'Stan' for full Bayesian inference. A wide range of distributions
and link functions are supported, allowing users to fit -- among others --
linear, robust linear, count data, survival, response times, ordinal,
zero-inflated, hurdle, and even self-defined mixture models all in a
multilevel context. Further modeling options include both theory-driven and
data-driven non-linear terms, auto-correlation structures, censoring and
truncation, meta-analytic standard errors, and quite a few more.
In addition, all parameters of the response distribution can be predicted
in order to perform distributional regression. Prior specifications are
flexible and explicitly encourage users to apply prior distributions that
actually reflect their prior knowledge. Models can easily be evaluated and
compared using several methods assessing posterior or prior predictions.
References: Bürkner (2017) <doi:10.18637/jss.v080.i01>;
Bürkner (2018) <doi:10.32614/RJ-2018-017>;
Bürkner (2021) <doi:10.18637/jss.v100.i05>; Carpenter et al. (2017)
<doi:10.18637/jss.v076.i01>.

PaulChristian Buerkner

brms

Bayesian Regression Models using 'Stan'

Paul-Christian Bürkner

Jonah Gabry

Sebastian Weber

Andrew Johnson

Martin Modrak

Hamada S. Badr

Frank Weber

Aki Vehtari

Mattan S. Ben-Shachar

Hayden Rabel

Simon C. Mills

Stephen Wild

Ven Popov

lasso function

<dl><dt>df</dt>
<dd>Degrees of freedom of the chi-square prior of the inverse tuning
parameter. Defaults to <code>1</code>.</dd>
<dt>scale</dt>
<dd>Scale of the lasso prior. Defaults to <code>1</code>.</dd></dl>

Arguments

(Defunct) Set up a lasso prior in brms — lasso

<dl>

<dt>df</dt>
<dd>Degrees of freedom of the chi-square prior of the inverse tuning
parameter. Defaults to <code>1</code>.</dd>


<dt>scale</dt>
<dd>Scale of the lasso prior. Defaults to <code>1</code>.</dd>

</dl>

(Defunct) Set up a lasso prior in brms

lasso: (Defunct) Set up a lasso prior in brms

Description

Usage

Value

Arguments

References

See Also