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)
URL http://web.ccs.miami.edu/~hishwaran http://www.kogalur.com
Package repositoryView on CRAN
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spikeslab documentation built on May 2, 2019, 3:25 p.m.