Package: gigg 0.2.1
Michael Kleinsasser
gigg: Group Inverse-Gamma Gamma Shrinkage for Sparse Regression with Grouping Structure
A Gibbs sampler corresponding to a Group Inverse-Gamma Gamma (GIGG) regression model with adjustment covariates. Hyperparameters in the GIGG prior specification can either be fixed by the user or can be estimated via Marginal Maximum Likelihood Estimation. Jonathan Boss, Jyotishka Datta, Xin Wang, Sung Kyun Park, Jian Kang, Bhramar Mukherjee (2021) <arxiv:2102.10670>.
Authors:
gigg_0.2.1.tar.gz
gigg_0.2.1.zip(r-4.7-x86_64)gigg_0.2.1.zip(r-4.7-arm64)gigg_0.2.1.zip(r-4.6-x86_64)gigg_0.2.1.zip(r-4.6-arm64)
gigg_0.2.1.tar.gz(r-4.7-arm64)gigg_0.2.1.tar.gz(r-4.7-x86_64)gigg_0.2.1.tar.gz(r-4.6-arm64)gigg_0.2.1.tar.gz(r-4.6-x86_64)
gigg_0.2.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
gigg/json (API)
| # Install 'gigg' in R: |
| install.packages('gigg', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/umich-cphds/gigg/issues
- concentrated - Example data set
- distributed - Example data set
Last updated from:f84b9a3af3. Checks:8 NOTE, 2 OK. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | NOTE | 92 | ||
| linux-devel-x86_64 | NOTE | 109 | ||
| source / vignettes | OK | 175 | ||
| linux-release-arm64 | NOTE | 97 | ||
| linux-release-x86_64 | NOTE | 116 | ||
| windows-devel-arm64 | NOTE | 236 | ||
| windows-devel-x86_64 | NOTE | 152 | ||
| windows-release-arm64 | NOTE | 235 | ||
| windows-release-x86_64 | NOTE | 117 | ||
| wasm-release | OK | 115 |
Exports:gigg
Dependencies:BHRcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Solve function with Cholesky decomposition. | chol_solve |
| Example data set | concentrated |
| Inverse digamma function. | digamma_inv |
| Example data set | distributed |
| GIGG regression | gigg |
| Gibbs sampler for GIGG regression with fixed hyperparameters. | gigg_fixed_gibbs_sampler |
| Gibbs sampler for GIGG regression with hyperparameters estimated via MMLE. | gigg_mmle_gibbs_sampler |
| Iterative one rank update for matrix inverse. | quick_solve |
| Randomly generate a generalized inverse gaussian random variable. | rgig_cpp |