MCMC for Spike and Slab Regression
Overview
Spike and slab regression with a variety of residual error distributions corresponding to Gaussian, Student T, probit, logit, SVM, and a few others. Spike and slab regression is Bayesian regression with prior distributions containing a point mass at zero. The posterior updates the amount of mass on this point, leading to a posterior distribution that is actually sparse, in the sense that if you sample from it many coefficients are actually zeros. Sampling from this posterior distribution is an elegant way to handle Bayesian variable selection and model averaging. See DOI:10.1504/IJMMNO.2014.059942 for an explanation of the Gaussian case.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-07-30
- NOTE12 OK, 1 NOTE2026-07-29
- OK12 OK2026-04-25
Show 1 earlier changeHide 1 earlier change
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 41
- Examples that run
- 86%25 run in a plain check (2 of them under a condition) · 4 hold no code
- Exported functions with examples
- 70%
- Documented parameters
- 81%
- Return-value docs
- 75%
- Help pages citing references
- 39%
Downloads
Dependencies
Installing BoomSpikeSlab adds 1 package (1 with compiled code, 2.5 MB of source tarballs). Heaviest: Boom 2.5 MB.
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 1.2.7Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 1.2.62023-12-17 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 1.2.52022-05-26 · diff ↗
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 1.2.4
- 1.2.32020-05-01 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 1.2.22020-03-31 · diff ↗
- 1.2.1
- 1.1.1
- 1.1.02019-05-18 · diff ↗ ·
added 12 exports
BayesNnet, HiddenLayer, OdaOptions, PartialDependencePlot, PlotBayesNnetPredictions, PlotBayesNnetResiduals, PlotNetworkStructure, SpikeSlabGlmPriorDirect, SpikeSlabPriorDirect, SsvsOptions, SuggestBurn, predict.BayesNnet
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- RR 3.6.0 released · 2019-04-26
- 1.0.02018-04-30 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 0.9.0
- RR 3.4.0 released · 2017-04-21
- 0.8.02017-04-08 · diff ↗ ·
added 5 exports
plot.logit.spike, plot.qreg.spike, plot.poisson.spike, predict.qreg.spike, qreg.spike - 0.7.02016-08-18 · diff ↗ ·
removed 1 export
print.summary.lm.spikeadded 6 exports
PlotProbitSpikeResiduals, predict.logit.spike, predict.probit.spike, probit.spike, summary.logit.spike, summary.probit.spike - 0.6.02016-05-21 · diff ↗ ·
added 4 exports
PlotLmSpikeCoefficients, PlotLmSpikeResiduals, model.matrix.glm.spike, residuals.lm.spike - RR 3.3.0 released · 2016-05-03
- 0.5.32016-03-15 · diff ↗ ·
added 6 exports
GetPredictorMatrix, LogitZellnerPrior, PoissonZellnerPrior, SpikeSlabGlmPrior, StudentIndependentSpikeSlabPrior, StudentSpikeSlabPrior - RR 3.2.0 released · 2015-04-16
- 0.5.22014-12-04 · diff ↗
- 0.5.12014-12-03 · diff ↗ ·
added 5 exports
poisson.spike, PlotLogitSpikeFitSummary, PlotLogitSpikeResiduals, PlotMarginalInclusionProbabilities, predict.poisson.spike - 0.4.12014-06-24
- RR 3.1.0 released · 2014-04-10
Package metadata
- First published
- 2014-06-24
- Total releases
- 18 / 12 yrs
- License
- LGPL-2.1 | file LICENSE OSI
- Minimum R
- ≥ 4.5.0
- Download size
- 129 KB
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citation("BoomSpikeSlab")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
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