This package implements a new shrinkage method based on global-local shrinkage priors for Poisson likelihood via Markov Chain Monte Carlo algorithm, as proposed by the following paper.
Hamura, Y., Irie, K. and Sugasawa, S. (2019). On Global-local Shrinkage Priors for Count Data. Bayesian Analysis, to appear. (https://arxiv.org/abs/1907.01333)
The repository includes the following files.
- GLSP-function.R: Script implementing the proposed global-local shrinkage prior method
- data-generation.R: Script generating the simulated dataset
- Example.RData: Simulated dataset
- demo.R: Script for an application of the proposed method to the simulated dataset