vbsr: Variational Bayes Spike Regression Regularized Linear Models
Version 0.0.5

Efficient algorithm for solving ultra-sparse regularized regression models using a variational Bayes algorithm with a spike (l0) prior. Algorithm is solved on a path, with coordinate updates, and is capable of generating very sparse models. There are very general model diagnostics for controling type-1 error included in this package.

Getting started

Package details

AuthorBenjamin Logsdon
Date of publication2014-06-05 22:50:33
MaintainerBenjamin Logsdon <ben.logsdon@sagebase.org>
LicenseGPL-2
Version0.0.5
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("vbsr")

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vbsr documentation built on May 30, 2017, 12:16 a.m.