Provides the posterior estimates of the regression coefficients when horseshoe prior is specified. The regression models considered here are logistic model for binary response and log normal accelerated failure time model for right censored survival response. The linear model analysis is also available for completeness. All models provide deviance information criterion and widely applicable information criterion. See <doi:10.1111/rssc.12377> Maity et. al. (2019) <doi:10.1111/biom.13132> Maity et. al. (2020).