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 ORCID iD [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:

Reference manual: ScaleSpikeSlab.pdf

Downloads:

Package source: ScaleSpikeSlab_1.0.tar.gz
Windows binaries: r-devel: ScaleSpikeSlab_1.0.zip, r-release: ScaleSpikeSlab_1.0.zip, r-oldrel: ScaleSpikeSlab_1.0.zip
macOS binaries: r-release (arm64): ScaleSpikeSlab_1.0.tgz, r-oldrel (arm64): ScaleSpikeSlab_1.0.tgz, r-release (x86_64): ScaleSpikeSlab_1.0.tgz

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