vbsr: Variational Bayes Spike Regression Regularized Linear Models

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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.

Author
Benjamin Logsdon
Date of publication
2014-06-05 22:50:33
Maintainer
Benjamin Logsdon <ben.logsdon@sagebase.org>
License
GPL-2
Version
0.0.5

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Man pages

compute_KL
Compute an empirical Kullback Leibler (KL) divergence for an...
vbsr
fit a linear model with variational Bayes spike penalty

Files in this package

vbsr
vbsr/inst
vbsr/inst/doc
vbsr/inst/doc/vbsr.R
vbsr/inst/doc/vbsr.rnw
vbsr/inst/doc/vbsr.pdf
vbsr/src
vbsr/src/vbsr.h
vbsr/src/vbsr.c
vbsr/src/Makevars.win
vbsr/NAMESPACE
vbsr/R
vbsr/R/vbsr.R
vbsr/R/compute_KL.R
vbsr/vignettes
vbsr/vignettes/vbsr-003.pdf
vbsr/vignettes/vbsr-007.pdf
vbsr/vignettes/vbsr.rnw
vbsr/vignettes/vbsr-010.pdf
vbsr/vignettes/vbsr.tex
vbsr/vignettes/vbsr-014.pdf
vbsr/vignettes/vbsr-concordance.tex
vbsr/vignettes/vbsr-015.pdf
vbsr/vignettes/vbsr-011.pdf
vbsr/vignettes/vbsr-002.pdf
vbsr/vignettes/vbsr-006.pdf
vbsr/MD5
vbsr/build
vbsr/build/vignette.rds
vbsr/DESCRIPTION
vbsr/man
vbsr/man/compute_KL.Rd
vbsr/man/vbsr.Rd