Other packages > Find by keyword >

sparsevb  

Spike-and-Slab Variational Bayes for Linear and Logistic Regression
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("sparsevb", "0.1.1")



Attach the package and use:
library("sparsevb")
Maintained by
Gabriel Clara
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-01-15
Latest Update: 2025-01-24
Description:
Implements variational Bayesian algorithms to perform scalable variable selection for sparse, high-dimensional linear and logistic regression models. Features include a novel prioritized updating scheme, which uses a preliminary estimator of the variational means during initialization to generate an updating order prioritizing large, more relevant, coefficients. Sparsity is induced via spike-and-slab priors with either Laplace or Gaussian slabs. By default, the heavier-tailed Laplace density is used. Formal derivations of the algorithms and asymptotic consistency results may be found in Kolyan Ray and Botond Szabo (2020) <doi:10.1080/01621459.2020.1847121> and Kolyan Ray, Botond Szabo, and Gabriel Clara (2020) <doi:10.48550/arXiv.2010.11665>.
How to cite:
Gabriel Clara (2021). sparsevb: Spike-and-Slab Variational Bayes for Linear and Logistic Regression. R package version 0.1.1, https://cran.r-project.org/web/packages/sparsevb. Accessed 29 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:07), 0.1.0 (2021-01-15 10:20)
Other packages that cited sparsevb R package
View sparsevb citation profile
Other R packages that sparsevb depends, imports, suggests or enhances
Complete documentation for sparsevb
Functions, R codes and Examples using the sparsevb R package
Some associated functions: sparsevb-package . svb.fit . 
Some associated R codes: RcppExports.R . sparsevb-package.R . svb.fit.R .  Full sparsevb package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
mob  
Monotonic Optimal Binning
Generate the monotonic binning and perform the woe (weight of evidence) transformation for the logi ...
Download / Learn more Package Citations See dependency  
adehabitatHS  
Analysis of Habitat Selection by Animals
A collection of tools for the analysis of habitat selection. ...
Download / Learn more Package Citations See dependency  
MMeM  
Multivariate Mixed Effects Model
Analyzing data under multivariate mixed effects model using multivariate REML and multivariate Hende ...
Download / Learn more Package Citations See dependency  
lordif  
Logistic Ordinal Regression Differential Item Functioning using IRT
Analysis of Differential Item Functioning (DIF) for dichotomous and polytomous items using an itera ...
Download / Learn more Package Citations See dependency  

28,332

R Packages

239,283

Dependencies

75,283

Author Associations

28,333

Publication Badges

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