LassoHiDFastGibbs: Fast High-Dimensional Gibbs Samplers for Bayesian Lasso Regression
Provides fast and scalable Gibbs sampling algorithms for Bayesian Lasso regression model in high-dimensional settings. The package implements efficient partially collapsed and nested Gibbs samplers for Bayesian Lasso, with a focus on computational efficiency when the number of predictors is large relative to the sample size. Methods are described at Davoudabadi and Ormerod (2026) <https://github.com/MJDavoudabadi/LassoHiDFastGibbs>.
| Version: | 0.1.5 |
| Imports: | Rcpp |
| LinkingTo: | Rcpp, RcppArmadillo, RcppEigen, RcppNumerical |
| Suggests: | posterior |
| Published: | 2026-02-22 |
| DOI: | 10.32614/CRAN.package.LassoHiDFastGibbs |
| Author: | John Ormerod 
[aut],
Mohammad Javad Davoudabadi [aut, cre, cph],
Garth Tarr [aut],
Samuel Mueller
[aut],
Jonathon Tidswell [ctb] (Contributed code to src/lasso_distribution.cpp
(originally from BayesianLasso package)) |
| Maintainer: | Mohammad Javad Davoudabadi <mohammad.davoudabadi at qut.edu.au> |
| BugReports: | https://github.com/MJDavoudabadi/LassoHiDFastGibbs/issues |
| License: | GPL-3 |
| Copyright: | see file COPYRIGHTS |
| URL: | https://github.com/MJDavoudabadi/LassoHiDFastGibbs |
| NeedsCompilation: | yes |
| SystemRequirements: | C++17 |
| Citation: | LassoHiDFastGibbs citation info |
| Materials: | README, NEWS |
| CRAN checks: | LassoHiDFastGibbs results |
Documentation:
| Reference manual: | LassoHiDFastGibbs.html , LassoHiDFastGibbs.pdf |
Downloads:
| Package source: | LassoHiDFastGibbs_0.1.5.tar.gz |
| Windows binaries: | r-devel: LassoHiDFastGibbs_0.1.5.zip, r-release: LassoHiDFastGibbs_0.1.5.zip, r-oldrel: LassoHiDFastGibbs_0.1.5.zip |
| macOS binaries: | r-release (arm64): LassoHiDFastGibbs_0.1.5.tgz, r-oldrel (arm64): LassoHiDFastGibbs_0.1.5.tgz, r-release (x86_64): LassoHiDFastGibbs_0.1.5.tgz, r-oldrel (x86_64): LassoHiDFastGibbs_0.1.5.tgz |
| Old sources: | LassoHiDFastGibbs archive |
Linking:
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