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VsusP: Variable Selection Using Shrinkage Priors

Select variables from shrinkage-prior posterior coefficient draws using sequential two-means clustering from Li and Pati (2017) <doi:10.1016/j.csda.2016.10.008>. Estimate a signal count at each tuning threshold and rank coefficients by posterior median absolute magnitude. Accept supplied coefficient draws or fit Gaussian shrinkage regression through 'bayesreg' or native ridge, horseshoe and spike-and-slab samplers. Retain chain identities for diagnostics, prediction and posterior plots. Also provide the signal adaptive variable selector of Ray and Bhattacharya (2018) <doi:10.48550/arXiv.1810.09004>, decoupled shrinkage and selection with the adaptive-L1 approximation of Hahn and Carvalho (2015) <doi:10.1080/01621459.2014.993077>, optional exact two-cluster fitting, basic two-means selection, exact-zero spike-and-slab inclusion summaries and tuning sensitivity summaries.

Version: 1.1.0
Imports: bayesreg, graphics, stats, utils
Suggests: posterior (≥ 1.6.0), covr, MASS, knitr, rmarkdown, tinytex, testthat (≥ 3.2.0)
Published: 2026-10-28
DOI: 10.32614/CRAN.package.VsusP
Author: Nilson Chapagain ORCID iD [aut, cre], Debdeep Pati [aut]
Maintainer: Nilson Chapagain <nilson.chapagain at gmail.com>
BugReports: https://github.com/nilson01/VsusP-variable-selection-using-shrinkage-priors/issues
License: GPL (≥ 3)
URL: https://github.com/nilson01/VsusP-variable-selection-using-shrinkage-priors
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: VsusP results

Documentation:

Reference manual: VsusP.html , VsusP.pdf
Vignettes: Variable selection with VsusP (source, R code)

Downloads:

Package source: VsusP_1.1.0.tar.gz
Windows binaries: r-devel: VsusP_1.1.0.zip, r-release: VsusP_1.1.0.zip, r-oldrel: VsusP_1.1.0.zip
macOS binaries: r-release (arm64): VsusP_1.1.0.tgz, r-oldrel (arm64): VsusP_1.1.0.tgz, r-release (x86_64): VsusP_1.1.0.tgz, r-oldrel (x86_64): VsusP_1.1.0.tgz
Old sources: VsusP archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=VsusP to link to this page.

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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