VsusP: Variable Selection Using Shrinkage Priors
Select variables from shrinkage-prior posterior coefficient draws
using sequential two-means clustering from Li and Pati (2017)
<doi:10.1016/j.csda.2016.10.008>. Estimate a signal count at each tuning
threshold and rank coefficients by posterior median absolute magnitude.
Accept supplied coefficient draws or fit Gaussian shrinkage regression
through 'bayesreg' or native ridge, horseshoe and spike-and-slab samplers.
Retain chain identities for diagnostics, prediction and posterior plots.
Also provide the signal adaptive variable selector
of Ray and Bhattacharya (2018) <doi:10.48550/arXiv.1810.09004>,
decoupled shrinkage and selection with the adaptive-L1 approximation of
Hahn and Carvalho (2015) <doi:10.1080/01621459.2014.993077>, optional
exact two-cluster fitting, basic two-means selection, exact-zero
spike-and-slab inclusion summaries and tuning sensitivity summaries.
| Version: |
1.1.0 |
| Imports: |
bayesreg, graphics, stats, utils |
| Suggests: |
posterior (≥ 1.6.0), covr, MASS, knitr, rmarkdown, tinytex, testthat (≥ 3.2.0) |
| Published: |
2026-10-28 |
| DOI: |
10.32614/CRAN.package.VsusP |
| Author: |
Nilson Chapagain 
[aut, cre],
Debdeep Pati [aut] |
| Maintainer: |
Nilson Chapagain <nilson.chapagain at gmail.com> |
| BugReports: |
https://github.com/nilson01/VsusP-variable-selection-using-shrinkage-priors/issues |
| License: |
GPL (≥ 3) |
| URL: |
https://github.com/nilson01/VsusP-variable-selection-using-shrinkage-priors |
| NeedsCompilation: |
no |
| Materials: |
README, NEWS |
| CRAN checks: |
VsusP results |
Documentation:
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