EMVS: The Expectation-Maximization Approach to Bayesian Variable Selection

An efficient expectation-maximization algorithm for fitting Bayesian spike-and-slab regularization paths for linear regression. Rockova and George (2014) <doi:10.1080/01621459.2013.869223>.

Getting started

Package details

AuthorVeronika Rockova [aut,cre], Gemma Moran [aut]
MaintainerGemma Moran <gm2918@columbia.edu>
URL https://doi.org/10.1080/01621459.2013.869223
Package repositoryView on CRAN
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EMVS documentation built on Oct. 13, 2021, 5:09 p.m.