spikeslab: Prediction and variable selection using spike and slab regression

Spike and slab for prediction and variable selection in linear regression models. Uses a generalized elastic net for variable selection.

AuthorHemant Ishwaran <hemant.ishwaran@gmail.com>
Date of publication2013-04-18 21:24:43
MaintainerUdaya B. Kogalur <ubk@kogalur.com>
LicenseGPL (>= 3)
http://web.ccs.miami.edu/~hishwaran http://www.kogalur.com

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