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BSGS (version 2.0)

Bayesian Sparse Group Selection

Description

The integration of Bayesian variable and sparse group variable selection approaches for regression models.

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Version

Install

install.packages('BSGS')

Monthly Downloads

14

Version

2.0

License

GPL-2

Maintainer

KuoJung Lee

Last Published

June 23rd, 2015

Functions in BSGS (2.0)

TCR.TPR.FPR.BSGS

Evaluate TCR, TPR and FPR for sparse group variable selection problmes.
CompWiseGibbsSMP

Stochastic matching pursuit for variable selection.
TCR.TPR.FPR.CGS.SMP

Evaluate TCR, TPR and FPR for variable selection problems.
MSE.BSGS

Mean square error (MSE).
BSGS.PE

Posterior estimates of parameters.
Crisis2008BalancedData

A cross-sectional data set from Rose and Spiegel with the removal of missing values.
BSGS.Sample

Sample version of group-wise Gibbs sampler for sparse group selection.
BSGS.Simple

The group-wise Gibbs sampler for sparse group selection.
Crisis2008

A cross-sectional data set from Rose and Spiegel.
MSE.CGS.SMP

Mean square error (MSE).
CompWiseGibbsSimple

Generate the posterior samples from the posterior distribution using the component-wise Gibbs sampler (CWGS).
CGS.SMP.PE

Posterior estimates of parameters.