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Iterated Block Gibbs Sampler for Ultrahigh-Dimensional Variable Selection and Model Averaging

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Overview

About

Variable selection for generalized linear models and the Cox proportional-hazards model in ultrahigh dimensions via the iterated block Gibbs sampler (IBGS). The sampler is implemented in C with parallel block screening through 'OpenMP', and supports the gaussian, binomial and poisson families (fitted by least squares or iteratively reweighted least squares) as well as the Cox model for survival analysis (fitted by its Efron partial likelihood), together with the AIC, BIC, AICc and extended BIC model selection criteria.

Changes in 1.0.0

Initial CRAN release.

Variable selection

  • Iterated block Gibbs samplers with screen–select–threshold refinement (glmIBGS(), coxIBGS(), lmeIBGS()) and matching plain block Gibbs samplers (glmGibbs(), coxGibbs(), lmeGibbs()) for ultrahigh-dimensional problems.
  • Families: gaussian, binomial and poisson generalized linear models (least squares / iteratively reweighted least squares), the Cox proportional-hazards model (Efron partial likelihood), and linear mixed models.
  • Model selection by AIC, BIC, AICc or extended BIC (exBIC).

Sampler controls

  • start = c("null", "full") sets the initial model of the Gibbs chain(s); the default "null" starts from the empty model and grows, avoiding the ill-conditioned full-model start.
Show all changes in 1.0.0Hide the rest of the changes in 1.0.0
  • permute = TRUE (the default) draws a fresh random coordinate permutation (Fisher–Yates) each Gibbs sweep, so every coordinate is updated exactly once per sweep; permute = FALSE restores a fixed in-order sweep.
  • glmGibbs()/glmIBGS() accept an opt-in fast = TRUE for the binomial/poisson families, scoring each single-coordinate proposal with one warm-started IRLS step and re-fitting only accepted models to full convergence (reported criteria and coefficients stay exact).
  • Parallel block screening through 'OpenMP' (n.cores) and an optional near-collinearity guard (cor.check).

Model averaging

  • Each fit retains the best n.models models, summarized in C so the returned object stays compact even for thousands of predictors.
  • predict(), fitted() and coef() average over the retained models with smooth-SIC (BMA-style) weights, on the link or response scale; a single retained model can be selected with average = FALSE. Conditional prediction with random-effect BLUPs is available for lme fits.

Object methods and diagnostics

  • print() and summary() for the fit, with selected-variable and top-model tables and a convergence-diagnostics block.
  • plot() dispatches to the diagnostics, also exported individually: plotICtrace() (criterion trace), plotMargProb() (marginal inclusion probabilities as a dot-and-whisker plot), plotModelFreq() (top-model visit frequencies), plotGelman() and plotAutocorr(). plotMargProb() and plotModelFreq() accept horizontal = TRUE for a horizontal layout.
  • Convergence diagnostics computed in C: the Gelman–Rubin shrink-factor evolution, the Geweke z-statistic, the effective sample size, and the autocorrelation of the criterion trace.

C backend

  • The sampler is implemented in C with parallel block screening through 'OpenMP'.

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 3.0 min · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK6 OK2026-07-05
Advisories

none known

Documentation

In release 1.0.0
READMEYes · 432 wordsVignettesYes · 1 · dynamicNEWSYes · 67% structured · mentions 1.0.0Citation fileNoWebsitenot declared in DESCRIPTION
Help pages
18includes a package overview page
Examples that run
100%9 run in a plain check
Exported functions with examples
55%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
6%

Downloads

536
CRAN downloads in the past year
Rank #25,169 · ~1/day · ~45/mo
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Dependencies

Declared dependencies
0 external dependencies (excludes base and recommended)

Installing IBGS adds no packages beyond those that come with R.

Depends (1)
R >= 3.5.0
Imports (2)
graphicsstats
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (1)
Author, Maintainer since 1.0.0 (2026)
Releases (1)
  • 1.0.0Latest
    2026-07-04 · current release
  • R
    R 4.6.0 released · 2026-04-24

Package metadata

First published
2026-07-04
Total releases
1 / 1 yrs
License
GPL-3 OSI
Minimum R
≥ 3.5.0
Download size
148 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("IBGS")
Chen, L. (2026). IBGS: Iterated Block Gibbs Sampler for Ultrahigh-Dimensional Variable Selection and Model Averaging (Version 1.0.0) [Computer software]. https://doi.org/10.32614/CRAN.package.IBGS

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for IBGS version 1.0.0 [Data set]. HJJB, LLC. Data release v2026-10-26. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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