| Name : R-probe
| |
| Version : 1.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.9
| Date : 2024-09-12 10:44:38
|
| Group : Development/Libraries/Other
| Source RPM : R-probe-1.1-lp153.1.9.src.rpm
|
| Size : 0.70 MB
| |
| Packager : (none)
| |
| Summary : Sparse High-Dimensional Linear Regression with PROBE
|
Description :
Implements an efficient and powerful Bayesian approach for sparse
high-dimensional linear regression. It uses minimal prior assumptions
on the parameters through plug-in empirical Bayes estimates of
hyperparameters. An efficient Parameter-Expanded
Expectation-Conditional-Maximization (PX-ECM) algorithm estimates
maximum a posteriori (MAP) values of regression parameters and variable
selection probabilities. The PX-ECM results in a robust computationally
efficient coordinate-wise optimization, which adjusts for the impact of
other predictor variables. The E-step is motivated by the popular
two-group approach to multiple testing. The result is a PaRtitiOned
empirical Bayes Ecm (PROBE) algorithm applied to sparse
high-dimensional linear regression, implemented using one-at-a-time or
all-at-once type optimization. More information can be found in McLain,
Zgodic, and Bondell (2022) < arXiv:2209.08139>.
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RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
