vbsr: Variational Bayes Spike Regression Regularized Linear Models
Efficient algorithm for solving ultra-sparse
regularized regression models using a variational
Bayes algorithm with a spike (l0) prior. Algorithm
is solved on a path, with coordinate updates, and is
capable of generating very sparse models. There are
very general model diagnostics for controling type-1
error included in this package.
| Version: |
0.0.5 |
| Depends: |
R (≥ 3.0.0) |
| Published: |
2014-06-05 |
| Author: |
Benjamin Logsdon |
| Maintainer: |
Benjamin Logsdon <ben.logsdon at sagebase.org> |
| License: |
GPL-2 |
| Copyright: |
Benjamin Logsdon 2014 |
| NeedsCompilation: |
yes |
| CRAN checks: |
vbsr results |
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