The package implements a simple new way to perform variable selection in multiple regression ($y=Xb+e$), using computationally efficient variational Bayes approach. The methods implemented here are particularly well-suited to settings where some of the X variables are highly correlated, and the true effects are highly sparse (e.g. <20 non-zero effects in the vector $b$), although it is also useful to more general applications.
|License||MIT + file LICENSE|
|Package repository||View on GitHub|
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