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VsusP  

Variable Selection using Shrinkage Priors
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("VsusP", "1.0.0")



Attach the package and use:
library("VsusP")
Maintained by
Nilson Chapagain
[Scholar Profile | Author Map]
First Published: 2024-06-25
Latest Update: 2024-06-25
Description:
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.
How to cite:
Nilson Chapagain (2024). VsusP: Variable Selection using Shrinkage Priors. R package version 1.0.0, https://cran.r-project.org/web/packages/VsusP. Accessed 17 Feb. 2025.
Previous versions and publish date:
No previous versions
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Complete documentation for VsusP
Functions, R codes and Examples using the VsusP R package
Full VsusP package functions and examples
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