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 <[email protected]>
LicenseGPL-3
Version1.0
URL https://doi.org/10.1080/01621459.2013.869223
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("EMVS")

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EMVS documentation built on April 24, 2018, 9:03 a.m.