BayesPen

An implementation of Bayesian Regularized methods with R and C. Please change the workspace accordingly. Blasso.R implements Bayesian lasso when Lambda is fixed and when Lambda is given a Prior. Blassoem.R implements Bayesian elastic net. Data file generates an aritificial dataset and calls functions in Blasso.R and Blassoem.R to implement Bayesian lasso and Bayesian elastic net approaches. The two graph files compares the beta estimates through our implementation against the implementation in R.