BayesianLasso: Bayesian Lasso Regression and Tools for the Lasso Distribution
Implements Bayesian Lasso regression using efficient Gibbs sampling algorithms, including modified versions of the Hans and Park–Casella (PC) samplers. Includes functions for working with the Lasso distribution, such as its density, cumulative distribution, quantile, and random generation functions, along with moment calculations. Also includes a function to compute the Mills ratio. Designed for sparse linear models and suitable for high-dimensional regression problems.
| Version: | 0.3.6 |
| Imports: | Rcpp (≥ 1.0.12) |
| LinkingTo: | Rcpp,RcppNumerical,RcppArmadillo,RcppEigen,RcppClock |
| Suggests: | knitr,rmarkdown,monomvn, bayeslm,rstan,bayesreg,lars,Ecdat,testthat (≥ 3.0.0),MASS |
| Published: | 2025-10-29 |
| DOI: | 10.32614/CRAN.package.BayesianLasso |
| Author: | John Ormerod [aut, cph], Mohammad Javad Davoudabadi [aut, cre, cph], Garth Tarr [aut, cph], Samuel Mueller [aut, cph], Jonathon Tidswell [aut, cph] |
| Maintainer: | Mohammad Javad Davoudabadi <mohammad.davoudabadi at sydney.edu.au> |
| BugReports: | https://github.com/garthtarr/BayesianLasso/issues |
| License: | GPL-3 |
| URL: | https://garthtarr.github.io/BayesianLasso/,https://github.com/garthtarr/BayesianLasso |
| NeedsCompilation: | yes |
| Citation: | BayesianLasso citation info |
| Materials: | README,NEWS |
| CRAN checks: | BayesianLasso results |
Documentation:
| Reference manual: | BayesianLasso.html ,BayesianLasso.pdf |
| Vignettes: | BayesianLasso (source,R code) |
Downloads:
| Package source: | BayesianLasso_0.3.6.tar.gz |
| Windows binaries: | r-devel:BayesianLasso_0.3.6.zip, r-release:BayesianLasso_0.3.6.zip, r-oldrel:BayesianLasso_0.3.6.zip |
| macOS binaries: | r-release (arm64):BayesianLasso_0.3.6.tgz, r-oldrel (arm64):BayesianLasso_0.3.6.tgz, r-release (x86_64):BayesianLasso_0.3.6.tgz, r-oldrel (x86_64):BayesianLasso_0.3.6.tgz |
| Old sources: | BayesianLasso archive |
Linking:
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