dlbayes
Use Dirichlet Laplace Prior to Solve Linear Regression Problem and Do Variable Selection
The Dirichlet Laplace shrinkage prior in Bayesian linear regression and variable selection, featuring: utility functions in implementing Dirichlet-Laplace priors such as visualization; scalability in Bayesian linear regression; penalized credible regions for variable selection.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | dlbayes_0.1.0.tar.gz |
26.8 KiB |
0.1.0 |
rolling linux/noble R-4.5 | dlbayes_0.1.0.tar.gz |
26.7 KiB |
0.1.0 |
rolling source/ R- | dlbayes_0.1.0.tar.gz |
6.1 KiB |
0.1.0 |
latest linux/jammy R-4.5 | dlbayes_0.1.0.tar.gz |
26.8 KiB |
0.1.0 |
latest linux/noble R-4.5 | dlbayes_0.1.0.tar.gz |
26.7 KiB |
0.1.0 |
latest source/ R- | dlbayes_0.1.0.tar.gz |
6.1 KiB |
0.1.0 |
2026-04-26 source/ R- | dlbayes_0.1.0.tar.gz |
6.1 KiB |
0.1.0 |
2026-04-23 source/ R- | dlbayes_0.1.0.tar.gz |
6.1 KiB |
0.1.0 |
2026-04-09 windows/windows R-4.5 | dlbayes_0.1.0.zip |
29.7 KiB |
0.1.0 |
2025-04-20 source/ R- | dlbayes_0.1.0.tar.gz |
6.1 KiB |