Robust Bayesian Elastic Net

As heavy-tailed error distribution and outliers in the response variable widely exist, models which are robust to data contamination are highly demanded. Here, we develop a novel robust Bayesian variable selection method with elastic net penalty. In particular, the spike-and-slab priors have been incorporated to impose sparsity. An efficient Gibbs sampler has been developed to facilitate computation.The core modules of the package have been developed in 'C++' and R.


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install.packages("Bayenet")

0.4 by Xi Lu, 24 days ago


Browse source code at https://github.com/cran/Bayenet


Authors: Xi Lu [aut, cre] , Cen Wu [aut]


Documentation:   PDF Manual  


GPL-2 license


Imports Rcpp, stats, MCMCpack, base, gsl, VGAM, MASS, hbmem, SuppDists

Linking to Rcpp, RcppArmadillo


See at CRAN