SequenceSpikeSlab-package: Fast Exact Bayesian Inference for the Sparse Normal Means...

In SequenceSpikeSlab: Exact Bayesian Model Selection Methods for the Sparse Normal Sequence Model

Fast Exact Bayesian Inference for the Sparse Normal Means Model

Description

The SequenceSpikeSlab package provides fast algorithms for exact Bayesian inference in the sparse normal sequence model. It implements the methods of Van Erven and Szabo, 2021. Special care has been taken to make the methods scale to large data sets, and to minimize numerical errors (which arise in all software because floating point numbers are represented with finite precision).

Details

There are two main functions: general_sequence_model and fast_spike_slab_beta.

For more details see the help vignette: vignette("SequenceSpikeSlab-vignette", package="SequenceSpikeSlab")

Author(s)

Maintainer: Tim van Erven [e-mail]

Authors:

• Steven de Rooij [e-mail]

• Botond Szabo [e-mail]

SequenceSpikeSlab documentation built on Sept. 8, 2023, 6:06 p.m.