Other packages > Find by keyword >

ACSSpack  

ACSS, Corresponding INSS, and GLP Algorithms
View on CRAN: Click here


Download and install ACSSpack package within the R console
Install from CRAN:
install.packages("ACSSpack")

Install from Github:
library("remotes")
install_github("cran/ACSSpack")

Install by package version:
library("remotes")
install_version("ACSSpack", "1.0.0.2")



Attach the package and use:
library("ACSSpack")
Maintained by
Ziqian Yang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-07-04
Latest Update: 2024-07-04
Description:
Allow user to run the Adaptive Correlated Spike and Slab (ACSS) algorithm, corresponding INdependent Spike and Slab (INSS) algorithm, and Giannone, Lenza and Primiceri (GLP) algorithm with adaptive burn-in. All of the three algorithms are used to fit high dimensional data set with either sparse structure, or dense structure with smaller contributions from all predictors. The state-of-the-art GLP algorithm is in Giannone, D., Lenza, M., & Primiceri, G. E. (2021, ISBN:978-92-899-4542-4) "Economic predictions with big data: The illusion of sparsity". The two new algorithms, ACSS algorithm and INSS algorithm, and the discussion on their performance can be seen in Yang, Z., Khare, K., & Michailidis, G. (2024, preprint) "Bayesian methodology for adaptive sparsity and shrinkage in regression".
How to cite:
Ziqian Yang (2024). ACSSpack: ACSS, Corresponding INSS, and GLP Algorithms. R package version 1.0.0.2, https://cran.r-project.org/web/packages/ACSSpack. Accessed 21 Aug. 2026.
Previous versions and publish date:
0.0.1.4 (2024-07-04 18:40), 1.0.0.2 (2025-10-11 06:40), (2026-07-09 07:56)
Other packages that cited ACSSpack R package
View ACSSpack citation profile
Other R packages that ACSSpack depends, imports, suggests or enhances
Complete documentation for ACSSpack
Functions, R codes and Examples using the ACSSpack R package
Full ACSSpack package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
preputils  
Utilities for Preparation of Data Analysis
Miscellaneous small utilities are provided to mitigate issues with messy, inconsistent or high dimen ...
Download / Learn more Package Citations See dependency  
potential  
Implementation of the Potential Model
Provides functions to compute the potential model as defined by Stewart (1941) ...
Download / Learn more Package Citations See dependency  
artfima  
ARTFIMA Model Estimation
Fit and simulate ARTFIMA. Theoretical autocovariance function and spectral density function for stat ...
Download / Learn more Package Citations See dependency  

28,332

R Packages

239,283

Dependencies

75,034

Author Associations

28,333

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA