The R Journal: article published in 2015, volume 7:2

BSGS: Bayesian Sparse Group Selection
Kuo-Jung Lee and Ray-Bing Chen , The R Journal (2015) 7:2, pages 122-133.

Abstract An R package BSGS is provided for the integration of Bayesian variable and sparse group selection separately proposed by Chen et al. (2011) and Chen et al. (in press) for variable selection problems, even in the cases of large p and small n. This package is designed for variable selection problems including the identification of the important groups of variables and the active variables within the important groups. This article introduces the functions in the BSGS package that can be used to perform sparse group selection as well as variable selection through simulation studies and real data.

Received: 2015-02-16; online 2015-08-05
CRAN packages: BSGS

This article is licensed under a Creative Commons Attribution 3.0 Unported license .

@article{RJ-2015-025,
  author = {Kuo-Jung Lee and Ray-Bing Chen},
  title = {{BSGS: Bayesian Sparse Group Selection}},
  year = {2015},
  journal = {{The R Journal}},
  doi = {10.32614/RJ-2015-025},
  url = {https://doi.org/10.32614/RJ-2015-025},
  pages = {122--133},
  volume = {7},
  number = {2}
}