Package: spexvb 0.1.0.9001

spexvb: Parameter Expanded Variational Bayes for High-Dimensional Linear Regression

Implements a parameter expanded variational Bayes algorithm for linear regression models with high-dimensional variable selection. The methodology utilizes spike-and-slab priors to perform simultaneous estimation and selection. Details can be found in Olejua et al. (2024) <doi:10.21203/rs.3.rs-7208847/v1>.

Authors:Peter Olejua [aut, cre], Alexander McLain [aut]

spexvb_0.1.0.9001.tar.gz
spexvb_0.1.0.9001.zip(r-4.7)spexvb_0.1.0.9001.zip(r-4.6)spexvb_0.1.0.9001.zip(r-4.5)
spexvb_0.1.0.9001.tgz(r-4.6-x86_64)spexvb_0.1.0.9001.tgz(r-4.6-arm64)spexvb_0.1.0.9001.tgz(r-4.5-x86_64)spexvb_0.1.0.9001.tgz(r-4.5-arm64)
spexvb_0.1.0.9001.tar.gz(r-4.7-arm64)spexvb_0.1.0.9001.tar.gz(r-4.7-x86_64)spexvb_0.1.0.9001.tar.gz(r-4.6-arm64)spexvb_0.1.0.9001.tar.gz(r-4.6-x86_64)
spexvb_0.1.0.9001.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
spexvb/json (API)

# Install 'spexvb' in R:

install.packages('spexvb', repos = c('https://peterolejua.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/peterolejua/spexvb/issues

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3

On CRAN:

openblas cpp

4.54 score 3 scripts 249 downloads 7 exports 76 dependencies

Last updated from:5e8cc8efe3. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	197
linux-devel-x86_64	OK	243
source / vignettes	OK	246
linux-release-arm64	OK	204
linux-release-x86_64	OK	209
macos-release-arm64	OK	214
macos-release-x86_64	OK	443
macos-oldrel-arm64	OK	164
macos-oldrel-x86_64	OK	298
windows-devel	OK	209
windows-release	OK	194
windows-oldrel	OK	189
wasm-release	OK	173

Exports:cv.spexvb cv.spexvb.fit get.initials get.initials.logistic hspvb spexvb spexvb.logistic

Dependencies:caret class cli clock codetools cpp11 data.table diagram digest dplyr e1071 farver foreach future future.apply generics ggplot2 glmnet globals glue gower gtable hardhat ipred isoband iterators KernSmooth labeling lattice lava lifecycle listenv lubridate magrittr MASS Matrix ModelMetrics nlme nnet numDeriv parallelly pillar pkgconfig plyr pROC prodlim progressr proxy purrr R6 RColorBrewer Rcpp RcppArmadillo RcppEigen recipes reshape2 rlang rpart S7 scales shape sparsevctrs SQUAREM stringi stringr survival tibble tidyr tidyselect timechange timeDate tzdb utf8 vctrs viridisLite withr

spexvb-tutorial

spexvb | Installation | Example

Rendered fromspexvb-tutorial.Rmdusingknitr::rmarkdown

Last update: 2026-02-20
Started: 2026-02-10

Citation

Development and contributors

Readme and manuals

Help Manual

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