LRQVB
Low Rank Correction Quantile Variational Bayesian Algorithm for Multi-Source Heterogeneous Models
Description
A Low Rank Correction Variational Bayesian algorithm for high-dimensional multi-source heterogeneous quantile linear models. More details have been written up in a paper submitted to the journal Statistics in Medicine, and the details of variational Bayesian methods can be found in Ray and Szabo (2021) <doi:10.1080/01621459.2020.1847121>. It simultaneously performs parameter estimation and variable selection. The algorithm supports two model settings: (1) local models, where variable selection is only applied to homogeneous coefficients, and (2) global models, where variable selection is also performed on heterogeneous coefficients. Two forms of parameter estimation are output: one is the standard variational Bayesian estimation, and the other is the variational Bayesian estimation corrected with low-rank adjustment.
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CRAN Check Status
Show all 13 flavors
| 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-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 12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 25, 2026
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
installed package size
installed size is 5.2Mb
sub-directories of 1Mb or more:
libs 5.0Mb
installed package size
installed size is 5.2Mb
sub-directories of 1Mb or more:
libs 5.1Mb
ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
whether package can be installed
Installation failed. See 'd:/Rcompile/CRANpkg/local/4.6/LRQVB.Rcheck/00install.out' for details.
installed package size
installed size is 5.2Mb
sub-directories of 1Mb or more:
libs 5.0Mb
installed package size
installed size is 5.2Mb
sub-directories of 1Mb or more:
libs 5.1Mb
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
installed package size
installed size is 5.2Mb
sub-directories of 1Mb or more:
libs 5.0Mb
installed package size
installed size is 5.2Mb
sub-directories of 1Mb or more:
libs 5.1Mb
Dependency Network
Version History
1 trackedR Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Oct 25, 2025. Releases before tracking aren’t shown.