vbsr: Variational Bayes Spike Regression Regularized Linear Models

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.

install.packages("vbsr")

Try the vbsr package in your browser