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spexvb

Parameter Expanded Variational Bayes for High-Dimensional Linear Regression

Implements a parameter expanded variational Bayes algorithm for linear regression models with high-dimensional variable selection. The methodology utilizes spike-and-slab priors to perform simultaneous estimation and selection. Details can be found in Olejua et al. (2024) <doi:10.21203/rs.3.rs-7208847/v1>.

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VersionRepositoryFileSize
0.1.0 rolling linux/jammy R-4.5 spexvb_0.1.0.tar.gz 146.1 KiB
0.1.0 rolling linux/noble R-4.5 spexvb_0.1.0.tar.gz 149.8 KiB
0.1.0 rolling source/ R- spexvb_0.1.0.tar.gz 40.8 KiB
0.1.0 latest linux/jammy R-4.5 spexvb_0.1.0.tar.gz 146.1 KiB
0.1.0 latest linux/noble R-4.5 spexvb_0.1.0.tar.gz 149.8 KiB
0.1.0 latest source/ R- spexvb_0.1.0.tar.gz 40.8 KiB
0.1.0 2026-04-26 source/ R- spexvb_0.1.0.tar.gz 40.8 KiB
0.1.0 2026-04-23 source/ R- spexvb_0.1.0.tar.gz 40.8 KiB
0.1.0 2026-04-09 windows/windows R-4.5 spexvb_0.1.0.zip 468.4 KiB

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