Package: VsusP 1.1.0

VsusP: Variable Selection Using Shrinkage Priors

Select variables from shrinkage-prior posterior coefficient draws using sequential two-means clustering from Li and Pati (2017) <doi:10.1016/j.csda.2016.10.008>. Estimate a signal count at each tuning threshold and rank coefficients by posterior median absolute magnitude. Accept supplied coefficient draws or fit Gaussian shrinkage regression through 'bayesreg' or native ridge, horseshoe and spike-and-slab samplers. Retain chain identities for diagnostics, prediction and posterior plots. Also provide the signal adaptive variable selector of Ray and Bhattacharya (2018) <doi:10.48550/arXiv.1810.09004>, decoupled shrinkage and selection with the adaptive-L1 approximation of Hahn and Carvalho (2015) <doi:10.1080/01621459.2014.993077>, optional exact two-cluster fitting, basic two-means selection, exact-zero spike-and-slab inclusion summaries and tuning sensitivity summaries.

Authors:Nilson Chapagain [aut, cre], Debdeep Pati [aut]