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ScaleSpikeSlab: Scalable Spike-and-Slab
A scalable Gibbs sampling implementation for high dimensional Bayesian regression with the continuous spike-and-slab prior. Niloy Biswas, Lester Mackey and Xiao-Li Meng, "Scalable Spike-and-Slab" (2022) <doi:10.48550/arXiv.2204.01668>.
| Version: |
1.0 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
Rcpp, stats, TruncatedNormal |
| LinkingTo: |
Rcpp, RcppEigen |
| Published: |
2022-05-18 |
| Author: |
Niloy Biswas 
[aut, cre],
Lester Mackey [aut],
Xiao-Li Meng [aut] |
| Maintainer: |
Niloy Biswas <niloy_biswas at g.harvard.edu> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| Materials: |
README |
| CRAN checks: |
ScaleSpikeSlab results |
Documentation:
Downloads:
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These binaries (installable software) and packages are in development.
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