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Fits group-regularized generalized linear models (GLMs) using the spike-and-slab group lasso (SSGL) prior of Bai et al. (2022) <doi:10.1080/01621459.2020.1765784> and extended to GLMs by Bai (2023) <doi:10.48550/arXiv.2007.07021>. This package supports fitting the SSGL model for the following GLMs with group sparsity: Gaussian linear regression, binary logistic regression, and Poisson regression.
| Version: | 2.0 |
| Depends: | R (≥ 3.6.0) |
| Imports: | grpreg, stats, caret, parallel, doParallel, doRNG, foreach, MASS, Matrix, GIGrvg, BayesLogit |
| Published: | 2025-03-24 |
| DOI: | 10.32614/CRAN.package.SSGL |
| Author: | Ray Bai [aut, cre] |
| Maintainer: | Ray Bai <raybaistat at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| CRAN checks: | SSGL results |
| Reference manual: | SSGL.pdf |
| Package source: | SSGL_2.0.tar.gz |
| Windows binaries: | r-devel: SSGL_2.0.zip, r-release: SSGL_2.0.zip, r-oldrel: SSGL_2.0.zip |
| macOS binaries: | r-release (arm64): SSGL_2.0.tgz, r-oldrel (arm64): SSGL_2.0.tgz, r-release (x86_64): SSGL_2.0.tgz, r-oldrel (x86_64): SSGL_2.0.tgz |
| Old sources: | SSGL archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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