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LassoHiDFastGibbs

Fast High-Dimensional Gibbs Samplers for Bayesian Lasso Regression

Provides fast and scalable Gibbs sampling algorithms for Bayesian Lasso regression model in high-dimensional settings. The package implements efficient partially collapsed and nested Gibbs samplers for Bayesian Lasso, with a focus on computational efficiency when the number of predictors is large relative to the sample size. Methods are described at Davoudabadi and Ormerod (2026) <https://github.com/MJDavoudabadi/LassoHiDFastGibbs>.

Versions across snapshots

VersionRepositoryFileSize
0.1.5 rolling linux/jammy R-4.5 LassoHiDFastGibbs_0.1.5.tar.gz 663.7 KiB
0.1.5 rolling linux/noble R-4.5 LassoHiDFastGibbs_0.1.5.tar.gz 676.7 KiB
0.1.5 rolling source/ R- LassoHiDFastGibbs_0.1.5.tar.gz 336.3 KiB
0.1.5 latest linux/jammy R-4.5 LassoHiDFastGibbs_0.1.5.tar.gz 663.7 KiB
0.1.5 latest linux/noble R-4.5 LassoHiDFastGibbs_0.1.5.tar.gz 676.7 KiB
0.1.5 latest source/ R- LassoHiDFastGibbs_0.1.5.tar.gz 336.3 KiB
0.1.5 2026-04-26 source/ R- LassoHiDFastGibbs_0.1.5.tar.gz 336.3 KiB
0.1.5 2026-04-23 source/ R- LassoHiDFastGibbs_0.1.5.tar.gz 336.3 KiB
0.1.5 2026-04-09 windows/windows R-4.5 LassoHiDFastGibbs_0.1.5.zip 1.0 MiB

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