IQSS/moretrees: Multi-Outcome Regression with Tree-Structured Shrinkage

Provides functions for implementingmulti-outcome regression tree-structured shrinkage with a spike-and-slab prior (ssMOReTreeS). Three different likelihoods corresponding to different generalized linear models are available: binary with logistic link, Poisson with log link, and Gaussian with identity link. Models are fit using variational inference (VI). Also performs spike-and-slab variable selection with the same three likelihoods.

install.packages("remotes")
remotes::install_github("IQSS/moretrees")