README.md

In Kaukol/IBGS: Variable selection in ultrahigh dimensions using Gibbs sampler

IBGS

Here is a brief introduction to the iterated block Gibbs sampler algorithm (IBGS).

Requirement

This package requires package "doParallel" to run and only works under non-windows environment.

Models

IBGS works for the generalized linear models containing linear, logistic, and poisson.

Model selection criteria

IBGS uses AIC, AICc, BIC and exBIC to evaluate the performance of candidate models.

Prediction

IBGS can use a model averaging scheme based on the smooth-SIC weights.

Kaukol/IBGS documentation built on June 17, 2024, 2:37 p.m.