stefanomonni/spavs: Stochastic Partitioning with Variable Selection (to Relate High-Dimensional Data Sets)

The package implements the method of the paper: Stefano Monni, Mahlet G. Tadesse, "A stochastic partitioning method to associate high-dimensional responses and covariates", Bayesian Anal. 4 (3) 413-436, 2009, <https://doi.org/10.1214/09-BA416>. Mixtures of regression models are employed to relate two high-dimensional data sets. Each mixture component consists of sets of correlated responses and their associated subsets of covariates. The package provides functions to draw posterior configurations, to estimate posterior probabilities, and a utility function to import into R the drawn samples.

install.packages("remotes")
remotes::install_github("stefanomonni/spavs")