mybsvs: Bayesian Variable Selection (ultra-high, high or low...

In Run-Wang/bsvs: Bayesian Screening and Variable Selection

Description

Perform Bayesian Variable Selection in Gaussian regression models

Usage

mybsvs(X, y, w, lam, tmax = 2, temp.multip = 3, Miter = 50,
  threhold = 0.5)

Arguments

X	An n x p matrix. Sparse matrices are supported and every care is taken not to make copies of this (typically) giant matrix. No need to center or scale.
y	The response vector of length n.
w	The prior inclusion probability of each variable.
lam	The slab precision parameter. as suggested by the theory of Wang et al. (2019).
temp.multip	The temperature multiple. Default: 3.
M	The number of iteration. Default: 200.

Run-Wang/bsvs documentation built on Aug. 18, 2021, 9:42 p.m.