spexvb: Parameter Expanded Variational Bayes for High-Dimensional Linear Regression

Implements a parameter expanded variational Bayes algorithm for linear regression models with high-dimensional variable selection. The methodology utilizes spike-and-slab priors to perform simultaneous estimation and selection. Details can be found in Olejua et al. (2024) <doi:10.21203/rs.3.rs-7208847/v1>.

Version: 0.1.0
Imports: Rcpp, glmnet, caret, foreach
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat (≥ 3.0.0), roxygen2, knitr, rmarkdown, doParallel
Published: 2026-02-17
DOI: 10.32614/CRAN.package.spexvb (may not be active yet)
Author: Peter Olejua ORCID iD [aut, cre], Alexander McLain [aut]
Maintainer: Peter Olejua <polejua at email.sc.edu>
License: MIT + file LICENSE
NeedsCompilation: yes
Citation: spexvb citation info
Materials: README
CRAN checks: spexvb results

Documentation:

Reference manual: spexvb.html , spexvb.pdf
Vignettes: spexvb-tutorial (source, R code)

Downloads:

Package source: spexvb_0.1.0.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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