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CRAN: Package BMIselect

BMIselect: Bayesian MI-LASSO for Variable Selection on Multiply-Imputed Datasets

Provides a suite of Bayesian MI-LASSO for variable selection methods for multiply-imputed datasets. The package includes four Bayesian MI-LASSO models using shrinkage (Multi-Laplace, Horseshoe, ARD) and Spike-and-Slab (Spike-and-Laplace) priors, along with tools for model fitting via MCMC, four-step projection predictive variable selection, and hyperparameter calibration. Methods are suitable for both continuous and binary covariates under missing-at-random or missing-completely-at-random assumptions. See Zou, J., Wang, S. and Chen, Q. (2025), Bayesian MI-LASSO for Variable Selection on Multiply-Imputed Data. ArXiv, 2211.00114. <doi:10.48550/arXiv.2211.00114> for more details. We also provide the frequentist's MI-LASSO function.

Version: 1.0.3
Depends: R (≥ 3.5.0)
Imports: MCMCpack, mvnfast, GIGrvg, MASS, Rfast, foreach, doParallel, arm, mice, abind, stringr, stats, posterior
Suggests: testthat, knitr, rmarkdown
Published: 2025-08-25
DOI: 10.32614/CRAN.package.BMIselect
Author: Jungang Zou [aut, cre], Sijian Wang [aut], Qixuan Chen [aut]
Maintainer: Jungang Zou <jungang.zou at gmail.com>
License: Apache License (≥ 2)
NeedsCompilation: no
CRAN checks: BMIselect results

Documentation:

Reference manual: BMIselect.html , BMIselect.pdf
Vignettes: An Introduction to BMIselect (source, R code)

Downloads:

Package source: BMIselect_1.0.3.tar.gz
Windows binaries: r-devel: BMIselect_1.0.3.zip, r-release: BMIselect_1.0.3.zip, r-oldrel: BMIselect_1.0.3.zip
macOS binaries: r-release (arm64): BMIselect_1.0.3.tgz, r-oldrel (arm64): BMIselect_1.0.3.tgz, r-release (x86_64): BMIselect_1.0.3.tgz, r-oldrel (x86_64): BMIselect_1.0.3.tgz
Old sources: BMIselect archive

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