r-vbsr 0.0.5 Variational Bayes spike regression regularized linear models
This package provides an efficient algorithm for solving ultra-sparse regularized regression models using a variational Bayes algorithm with a spike prior. The algorithm is solved on a path, with coordinate updates, and is capable of generating very sparse models. Very general model diagnostics for controlling type-1 errors are also provided.
- Website: https://cran.r-project.org/web/packages/vbsr
- License: GPL 2
- Package source: cran.scm
- Patches: None
- Builds: x86_64-linux, i686-linux