VsusP
Variable Selection using Shrinkage Priors
Bayesian variable selection using shrinkage priors to identify significant variables in high-dimensional datasets. The package includes methods for determining the number of significant variables through innovative clustering techniques of posterior distributions, specifically utilizing the 2-Means and Sequential 2-Means (S2M) approaches. The package aims to simplify the variable selection process with minimal tuning required in statistical analysis.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.0 |
rolling linux/jammy R-4.5 | VsusP_1.0.0.tar.gz |
279.3 KiB |
1.0.0 |
rolling linux/noble R-4.5 | VsusP_1.0.0.tar.gz |
279.2 KiB |
1.0.0 |
rolling source/ R- | VsusP_1.0.0.tar.gz |
259.8 KiB |
1.0.0 |
latest linux/jammy R-4.5 | VsusP_1.0.0.tar.gz |
279.3 KiB |
1.0.0 |
latest linux/noble R-4.5 | VsusP_1.0.0.tar.gz |
279.2 KiB |
1.0.0 |
latest source/ R- | VsusP_1.0.0.tar.gz |
259.8 KiB |
1.0.0 |
2026-04-26 source/ R- | VsusP_1.0.0.tar.gz |
259.8 KiB |
1.0.0 |
2026-04-23 source/ R- | VsusP_1.0.0.tar.gz |
259.8 KiB |
1.0.0 |
2026-04-09 windows/windows R-4.5 | VsusP_1.0.0.zip |
283.2 KiB |
1.0.0 |
2025-04-20 source/ R- | VsusP_1.0.0.tar.gz |
259.8 KiB |