Bayesian Variable Selection in High Dimensional Settings using Non-Local Prior

Variable/Feature selection in high or ultra-high dimensional settings has gained a lot of attention recently specially in cancer genomic studies. This package provides a Bayesian approach to tackle this problem, where it exploits mixture of point masses at zero and nonlocal priors to improve the performance of variable selection and coefficient estimation. It performs variable selection for binary response and survival time response datasets which are widely used in biostatistic and bioinformatics community. Benefiting from parallel computing ability, it reports necessary outcomes of Bayesian variable selection such as Highest Posterior Probability Model (HPPM), Median Probability Model (MPM) and posterior inclusion probability for each of the covariates in the model. The option to use Bayesian Model Averaging (BMA) is also part of this package that can be exploited for predictive power measurements in real datasets.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.9.10 by Amir Nikooienejad, a month ago

Browse source code at

Authors: Amir Nikooienejad [aut, cre], Valen E. Johnson [ths]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp, foreach, parallel

Depends on doParallel

Linking to Rcpp, RcppArmadillo, RcppEigen, RcppNumerical

See at CRAN