R package tglm: Binary Regressions under Independent Student-t Priors. Use Gibbs sampler with Polya-Gamma data augmentation to fit logistic and probit regression under independent Student-t priors (including Cauchy priors and normal priors as special cases).
Keywords for this software
References in zbMATH (referenced in 1 article , 1 standard article )
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- Ghosh, Joyee; Li, Yingbo; Mitra, Robin: On the use of Cauchy prior distributions for Bayesian logistic regression (2018)