spexvb: Parameter Expanded Variational Bayes for High-Dimensional Linear Regression
Implements a parameter expanded variational Bayes algorithm for linear regression models with high-dimensional variable selection. The methodology utilizes spike-and-slab priors to perform simultaneous estimation and selection. Details can be found in Olejua et al. (2024) <doi:10.21203/rs.3.rs-7208847/v1>.
| Version: | 0.1.0 |
| Imports: | Rcpp, glmnet, caret, foreach |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat (≥ 3.0.0), roxygen2, knitr, rmarkdown, doParallel |
| Published: | 2026-02-17 |
| DOI: | 10.32614/CRAN.package.spexvb |
| Author: | Peter Olejua 
[aut, cre],
Alexander McLain [aut] |
| Maintainer: | Peter Olejua <polejua at email.sc.edu> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | yes |
| Citation: | spexvb citation info |
| Materials: | README |
| CRAN checks: | spexvb results |
Documentation:
| Reference manual: | spexvb.html , spexvb.pdf |
| Vignettes: |
spexvb-tutorial (source, R code) |
Downloads:
| Package source: | spexvb_0.1.0.tar.gz |
| Windows binaries: | r-devel: spexvb_0.1.0.zip, r-release: spexvb_0.1.0.zip, r-oldrel: spexvb_0.1.0.zip |
| macOS binaries: | r-release (arm64): spexvb_0.1.0.tgz, r-oldrel (arm64): spexvb_0.1.0.tgz, r-release (x86_64): spexvb_0.1.0.tgz, r-oldrel (x86_64): spexvb_0.1.0.tgz |
Linking:
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