Variable Selection Using Shrinkage Priors

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Documentation for package ‘VsusP’ version 1.1.0

• DESCRIPTION file
• User guides, package vignettes and other documentation
• Package NEWS
• Package README

Help Pages

VsusP-package	Variable selection from Bayesian shrinkage priors
ChainDiagnostics	Calculate diagnostics with explicit chain identities
coef.vsusp_fit	Posterior coefficient means
DSS	Sparse prediction with the DSS adaptive-lasso approximation
FitGaussian	Fit native Gaussian shrinkage regression
FitHorseshoe	Fit native Gaussian shrinkage regression
FitRidge	Fit native Gaussian shrinkage regression
FitSpikeSlab	Fit native Gaussian shrinkage regression
OptimalHbi	Plot the sequential two-means tuning path
plot.vsusp_fit	Plot a native Gaussian fit
plot.vsusp_tuning	Plot a tuning path
PlotAutocorrelation	Plot within-chain sample autocorrelations
PlotCoefficients	Plot posterior coefficient summaries
PlotInclusion	Plot exact spike inclusion frequencies
PlotTrace	Plot chains without pooling their iterations
PosteriorDraws	Pool retained coefficient draws for selection
predict.vsusp_fit	Predict from native Gaussian posterior draws
predict.vsusp_sparse	Predict using sparse coefficient summaries
S2MSensitivity	Summarize sensitivity to sequential two-means thresholds
S2MVarSelection	Select coefficients by posterior median absolute magnitude
S2MVarSelectionV1	Select coefficients from an S2M summary
SAVS	Select variables with the signal adaptive variable selector
Sequential2Means	Fit Gaussian shrinkage regression and apply sequential two-means
Sequential2MeansBeta	Apply sequential two-means to posterior coefficient draws
SpikeSlabSelection	Summarize exact spike-and-slab posterior draws
summary.vsusp_fit	Summarize native Gaussian posterior draws
summary.vsusp_selection	Summarize basic two-means selection
summary.vsusp_sparse	Summarize sparse coefficient results
summary.vsusp_spike	Summarize exact spike-and-slab inclusion draws
summary.vsusp_tuning	Summarize an S2M tuning path
TwoMeansBeta	Select variables by the paper's two-means rule
VsusP	Variable selection from Bayesian shrinkage priors