BSGS: Bayesian sparse group selection

研究成果: Article同行評審

4 引文 斯高帕斯(Scopus)

摘要

An R package BSGS is provided for the integration of Bayesian variable and sparse group selection separately proposed by Chen et al. (2011) and Chen et al. (in press) for variable selection problems, even in the cases of large p and small n. This package is designed for variable selection problems including the identification of the important groups of variables and the active variables within the important groups. This article introduces the functions in the BSGS package that can be used to perform sparse group selection as well as variable selection through simulation studies and real data.

原文English
頁(從 - 到)122-133
頁數12
期刊R Journal
7
發行號2
出版狀態Published - 2015 1月 1

All Science Journal Classification (ASJC) codes

  • 統計與概率
  • 數值分析
  • 統計、概率和不確定性

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