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BMIselect

Bayesian MI-LASSO for Variable Selection on Multiply-Imputed Datasets

v1.0.3 · Aug 25, 2025 · Apache License (>= 2)

Description

Provides a suite of Bayesian MI-LASSO for variable selection methods for multiply-imputed datasets. The package includes four Bayesian MI-LASSO models using shrinkage (Multi-Laplace, Horseshoe, ARD) and Spike-and-Slab (Spike-and-Laplace) priors, along with tools for model fitting via MCMC, four-step projection predictive variable selection, and hyperparameter calibration. Methods are suitable for both continuous and binary covariates under missing-at-random or missing-completely-at-random assumptions. See Zou, J., Wang, S. and Chen, Q. (2025), Bayesian MI-LASSO for Variable Selection on Multiply-Imputed Data. ArXiv, 2211.00114. <doi:10.48550/arXiv.2211.00114> for more details. We also provide the frequentist`s MI-LASSO function.

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CRAN Check Status

14 OK
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Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 30, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 10, 2026
ERROR r-devel-macos-arm64

re-building of vignette outputs

Error(s) in re-building vignettes:
--- re-building ‘Introduction.Rmd’ using rmarkdown

 *** caught segfault ***
address 0x110, cause 'invalid permissions'

 *** caught segfault ***
address 0x110, cause 'invalid permissions'

Traceback:
 1: H_update_b
...[truncated]...
gnette 'Introduction.Rmd' failed with diagnostics:
dim(X) must have a positive length
--- failed re-building ‘Introduction.Rmd’

SUMMARY: processing the following file failed:
  ‘Introduction.Rmd’

Error: Vignette re-building failed.
Execution halted

Dependency Network

Dependencies Reverse dependencies MCMCpack mvnfast GIGrvg MASS Rfast foreach doParallel arm mice abind stringr posterior BMIselect

Version History

new 1.0.3 Mar 10, 2026
updated 1.0.3 ← 1.0.2 diff Aug 24, 2025
updated 1.0.2 ← 1.0.1 diff Aug 19, 2025
new 1.0.1 Jul 8, 2025