Parameter Expanded Variational Bayes for High-Dimensional Linear Regression


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Documentation for package ‘spexvb’ version 0.1.0

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cv.spexvb Cross-validation for Sparse Paramaeter Expanded Variational Bayes (spexvb)
cv.spexvb.fit Cross-validation and Final Model Fitting for SPEVXB
get.initials Get initial values for spexvb
get.initials.logistic Get initial values for spexvb
hspvb Hierarchical Spike-and-Slab Variational Bayes (HSPVB) for High-Dimensional Linear Regression
spexvb Parameter Expanded Variational Bayes for Well-Calibrated High-Dimensional Linear Regression with Spike-and-Slab Priors
spexvb.logistic Parameter Expanded Variational Bayes for Sparse Logistic Regression