probe
Sparse High-Dimensional Linear Regression with PROBE
Description
Implements an efficient and powerful Bayesian approach for sparse high-dimensional linear regression. It uses minimal prior assumptions on the parameters through plug-in empirical Bayes estimates of hyperparameters. An efficient Parameter-Expanded Expectation-Conditional-Maximization (PX-ECM) algorithm estimates maximum a posteriori (MAP) values of regression parameters and variable selection probabilities. The PX-ECM results in a robust computationally efficient coordinate-wise optimization, which adjusts for the impact of other predictor variables. The E-step is motivated by the popular two-group approach to multiple testing. The result is a PaRtitiOned empirical Bayes Ecm (PROBE) algorithm applied to sparse high-dimensional linear regression, implemented using one-at-a-time or all-at-once type optimization. More information can be found in McLain, Zgodic, and Bondell (2022) <arXiv:2209.08139>.
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CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| 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 details (2 non-OK)
CRAN incoming feasibility
Maintainer: ‘Alexander McLain <mclaina@mailbox.sc.edu>’ The Description field contains Zgodic, and Bondell (2022) <arXiv:2209.08139>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
CRAN incoming feasibility
Maintainer: ‘Alexander McLain <mclaina@mailbox.sc.edu>’ The Description field contains Zgodic, and Bondell (2022) <arXiv:2209.08139>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
CRAN incoming feasibility
Maintainer: ‘Alexander McLain <mclaina@mailbox.sc.edu>’ The Description field contains Zgodic, and Bondell (2022) <arXiv:2209.08139>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
CRAN incoming feasibility
Maintainer: ‘Alexander McLain <mclaina@mailbox.sc.edu>’ The Description field contains Zgodic, and Bondell (2022) <arXiv:2209.08139>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
CRAN incoming feasibility
Maintainer: ‘Alexander McLain <mclaina@mailbox.sc.edu>’ The Description field contains Zgodic, and Bondell (2022) <arXiv:2209.08139>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
CRAN incoming feasibility
Maintainer: ‘Alexander McLain <mclaina@mailbox.sc.edu>’ The Description field contains Zgodic, and Bondell (2022) <arXiv:2209.08139>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
whether package can be installed
Installation failed. See 'd:/Rcompile/CRANpkg/local/4.6/probe.Rcheck/00install.out' for details.
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
CRAN incoming feasibility
Maintainer: ‘Alexander McLain <mclaina@mailbox.sc.edu>’ The Description field contains Zgodic, and Bondell (2022) <arXiv:2209.08139>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
CRAN incoming feasibility
Maintainer: ‘Alexander McLain <mclaina@mailbox.sc.edu>’ The Description field contains Zgodic, and Bondell (2022) <arXiv:2209.08139>. Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
Dependency Network
Version History
1 trackedR Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Oct 31, 2023. Releases before tracking aren’t shown.