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This package enables regression and classification on highdimensional data with different relative strengths of penalization for different feature groups, such as different assays or omic types. The optimal relative strengths are chosen adaptively. Optimisation is performed using a variational Bayes approach.
Package details 


Author  Britta Velten [aut, cre], Wolfgang Huber [aut] 
Bioconductor views  Bayesian Classification Regression 
Maintainer  Britta Velten <britta.velten@gmail.com> 
License  GPL (>= 2) 
Version  1.6.0 
Package repository  View on Bioconductor 
Installation 
Install the latest version of this package by entering the following in R:

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