BSGS: Bayesian Sparse Group Selection

The integration of Bayesian variable and sparse group variable selection approaches for regression models.

Author
Kuo-Jung Lee and Ray-Bin Chen
Date of publication
2015-06-24 01:07:18
Maintainer
Kuo-Jung Lee <kuojunglee@mail.ncku.edu.tw>
License
GPL-2
Version
2.0

View on CRAN

Man pages

BSGS.PE
Posterior estimates of parameters.
BSGS.Sample
Sample version of group-wise Gibbs sampler for sparse group...
BSGS.Simple
The group-wise Gibbs sampler for sparse group selection.
CGS.SMP.PE
Posterior estimates of parameters.
CompWiseGibbsSimple
Generate the posterior samples from the posterior...
CompWiseGibbsSMP
Stochastic matching pursuit for variable selection.
Crisis2008
A cross-sectional data set from Rose and Spiegel.
Crisis2008BalancedData
A cross-sectional data set from Rose and Spiegel with the...
MSE.BSGS
Mean square error (MSE).
MSE.CGS.SMP
Mean square error (MSE).
TCR.TPR.FPR.BSGS
Evaluate TCR, TPR and FPR for sparse group variable selection...
TCR.TPR.FPR.CGS.SMP
Evaluate TCR, TPR and FPR for variable selection problems.

Files in this package

BSGS
BSGS/NAMESPACE
BSGS/data
BSGS/data/Crisis2008.rda
BSGS/data/Crisis2008BalancedData.rda
BSGS/R
BSGS/R/CGS.SMP.PE.r
BSGS/R/BSGS.PE.r
BSGS/R/CompWiseGibbs_SMP.r
BSGS/R/CompWiseGibbs.r
BSGS/R/GroupMH.r
BSGS/R/BSGS.Simple.r
BSGS/R/BSGS.Sample.r
BSGS/MD5
BSGS/DESCRIPTION
BSGS/man
BSGS/man/MSE.BSGS.Rd
BSGS/man/BSGS.Simple.Rd
BSGS/man/CompWiseGibbsSimple.Rd
BSGS/man/Crisis2008.Rd
BSGS/man/BSGS.Sample.Rd
BSGS/man/CompWiseGibbsSMP.Rd
BSGS/man/CGS.SMP.PE.Rd
BSGS/man/BSGS.PE.Rd
BSGS/man/TCR.TPR.FPR.CGS.SMP.Rd
BSGS/man/Crisis2008BalancedData.Rd
BSGS/man/TCR.TPR.FPR.BSGS.Rd
BSGS/man/MSE.CGS.SMP.Rd