VsusP
Variable Selection using Shrinkage Priors
Bayesian variable selection using shrinkage priors to identify significant variables in high-dimensional datasets. The package includes methods for determining the number of significant variables through innovative clustering techniques of posterior distributions, specifically utilizing the 2-Means and Sequential 2-Means (S2M) approaches. The package aims to simplify the variable selection process with minimal tuning required in statistical analysis.
- Version1.0.0
- R versionunknown
- LicenseGPL (≥ 3)
- Needs compilation?No
- Last release06/25/2024
Documentation
Team
Nilson Chapagain
Debdeep Pati
Show author detailsRolesAuthor
Insights
Last 30 days
Last 365 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Imports1 package
- Suggests6 packages