Package: LassoHiDFastGibbs 0.1.5
Mohammad Javad Davoudabadi
LassoHiDFastGibbs: Fast High-Dimensional Gibbs Samplers for Bayesian Lasso Regression
Provides fast and scalable Gibbs sampling algorithms for Bayesian Lasso regression model in high-dimensional settings. The package implements efficient partially collapsed and nested Gibbs samplers for Bayesian Lasso, with a focus on computational efficiency when the number of predictors is large relative to the sample size. Methods are described at Davoudabadi and Ormerod (2026) <https://github.com/MJDavoudabadi/LassoHiDFastGibbs>.
Authors:
LassoHiDFastGibbs_0.1.5.tar.gz
LassoHiDFastGibbs_0.1.5.tar.gz(r-4.7-arm64)LassoHiDFastGibbs_0.1.5.tar.gz(r-4.7-x86_64)LassoHiDFastGibbs_0.1.5.tar.gz(r-4.6-arm64)LassoHiDFastGibbs_0.1.5.tar.gz(r-4.6-x86_64)
LassoHiDFastGibbs_0.1.5.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
LassoHiDFastGibbs/json (API)
NEWS
| # Install 'LassoHiDFastGibbs' in R: |
| install.packages('LassoHiDFastGibbs', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/mjdavoudabadi/lassohidfastgibbs/issues
Last updated from:cefea8a5b6. Checks:6 OK. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 228 | ||
| linux-devel-x86_64 | OK | 202 | ||
| source / vignettes | OK | 291 | ||
| linux-release-arm64 | OK | 220 | ||
| linux-release-x86_64 | OK | 229 | ||
| wasm-release | OK | 196 |
Exports:blasso_gibbs_2block_blblasso_gibbs_2block_bsblasso_pcg_lambda2_vablasso_pcg_sigma2_vanormalizepenalized_nested_Gibbspenalized_pcg_beta_sigma2penalized_pcg_lambda2_sigma2penalized_pcg_sigma2_betapenalized_pcg_sigma2_lambda2
Dependencies:RcppRcppArmadilloRcppEigenRcppNumerical
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Bayesian lasso Gibbs sampler: 2-block (beta–lambda2) variant | blasso_gibbs_2block_bl |
| Bayesian lasso Gibbs sampler: 2-block (beta–sigma2) variant | blasso_gibbs_2block_bs |
| Bayesian lasso PCG sampler: lambda2 collapsed over local scales | blasso_pcg_lambda2_va |
| Bayesian lasso PCG sampler: sigma2 collapsed over local scales | blasso_pcg_sigma2_va |
| Fast High-Dimensional Gibbs Samplers for Bayesian Lasso Regression | LassoHiDFastGibbs-package LassoHiDFastGibbs |
| Normalize Response and Covariates | normalize |
| Penalized nested Gibbs sampler for Bayesian linear regression | penalized_nested_Gibbs |
| Penalized PCG sampler: beta block, lambda2 collapsed over sigma2 | penalized_pcg_beta_sigma2 |
| Penalized PCG sampler: lambda2 collapsed over sigma2 | penalized_pcg_lambda2_sigma2 |
| Penalized PCG sampler: sigma2 collapsed over beta | penalized_pcg_sigma2_beta |
| Penalized PCG sampler: sigma2 collapsed over lambda2 | penalized_pcg_sigma2_lambda2 |