Efficient algorithm for solving ultra-sparse regularized regression models using a variational Bayes algorithm with a spike (l0) prior. Algorithm is solved on a path, with coordinate updates, and is capable of generating very sparse models. There are very general model diagnostics for controling type-1 error included in this package.
copied from cf-staging / r-vbsr| Label | Latest Version |
|---|---|
| gcc7 | 0.0.5 |
| main | 0.0.5 |
| cf202003 | 0.0.5 |
| cf201901 | 0.0.5 |
