Bayesian Variable Selection in High Dimensional Settings using Nonlocal Priors

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. product moment (pMOM) and product inverse moment (piMOM) nonlocal priors are implemented and can be used for the analyses. This package 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.


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install.packages("BVSNLP")

1.1.5 by Amir Nikooienejad, 7 months ago


Browse source code at https://github.com/cran/BVSNLP


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


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp, doParallel, foreach, parallel

Suggests doMPI

Linking to Rcpp, RcppArmadillo, RcppEigen, RcppNumerical


See at CRAN