The package implements a simple new way to perform variable selection in multiple regression ($y=Xb+e$), using computationally efficient variational Bayes approach. The methods implemented here are particularly well-suited to settings where some of the X variables are highly correlated, and the true effects are highly sparse (e.g. <20 non-zero effects in the vector $b$), although it is also useful to more general applications.
| Label | Latest Version |
|---|---|
| main | 0.9.0 |
