Bayesian ridge regression (RR-BLUP closed form)

beta_hat = solve(X'X + lambdaI) %% X'y

Usage

morie_bayesian_ridge_regression(x, y, lam = NULL)

Arguments

x

(n x p) marker matrix.

y

Numeric response.

lam

Optional ridge parameter; default Endelman rrBLUP-style.

Value

list(estimate, beta, intercept, se, beta_se, lam, n, p, method).

References

Montesinos Lopez Ch 4.

Examples

morie_bayesian_ridge_regression(x = rnorm(50), y = rnorm(50))
#> $estimate
#> [1] 0.05048226
#> 
#> $beta
#> [1] -0.05048226
#> 
#> $intercept
#> [1] -0.1327613
#> 
#> $se
#> [1] 0.1565472
#> 
#> $beta_se
#> [1] 0.1565472
#> 
#> $lam
#> [1] 1
#> 
#> $n
#> [1] 50
#> 
#> $p
#> [1] 1
#> 
#> $method
#> [1] "Bayesian ridge (closed-form posterior mode)"
#>