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.

Getting started

Package details

AuthorHemant Ishwaran <hemant.ishwaran@gmail.com>
MaintainerUdaya B. Kogalur <ubk@kogalur.com>
LicenseGPL (>= 3)
Version1.1.6
URL https://ishwaran.org/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("spikeslab")

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spikeslab documentation built on April 27, 2022, 1:05 a.m.