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BayesianLasso
View on CRAN: Click
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Download and install BayesianLasso package within the R console
Install from CRAN:
install.packages("BayesianLasso")
Install from Github:
library("remotes")
install_github("cran/BayesianLasso") Install by package version:
library("remotes")
install_version("BayesianLasso", "0.4.1") Attach the package and use:
library("BayesianLasso")
Maintained by
Mohammad Javad Davoudabadi
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First Published: 2025-07-28
Latest Update: 2025-07-28
Description:
Implements Bayesian Lasso regression using efficient Gibbs sampling algorithms, including modified versions of the Hans and Park–Casella (PC) samplers. Includes functions for working with the Lasso distribution, such as its density, cumulative distribution, quantile, and random generation functions, along with moment calculations. Also includes a function to compute the Mills ratio. Designed for sparse linear models and suitable for high-dimensional regression problems.
How to cite:
Mohammad Javad Davoudabadi (2025). BayesianLasso: Bayesian Lasso Regression and Tools for the Lasso Distribution. R package version 0.4.1, https://cran.r-project.org/web/packages/BayesianLasso. Accessed 03 Oct. 2026.
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