Fit Varying Coefficient Models with Bayesian Additive Regression Trees

Fits linear varying coefficient (VC) models, which assert a linear relationship between an outcome and several covariates but allow that relationship (i.e., the coefficients or slopes in the linear regression) to change as functions of additional variables known as effect modifiers, by approximating the coefficient functions with Bayesian Additive Regression Trees. Implements a Metropolis-within-Gibbs sampler to simulate draws from the posterior over coefficient function evaluations. VC models with independent observations or repeated observations can be fit. For more details see Deshpande et al. (2026) .


Reference manual

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install.packages("VCBART")

1.2.5 by Sameer K. Deshpande, 6 months ago


https://github.com/skdeshpande91/VCBART


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


Authors: Sameer K. Deshpande [aut, cre] (ORCID: , Ray Bai [aut] , Cecilia Balocchi [aut] , Jennifer Starling [aut] , Jordan Weiss [aut]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports Rcpp, MASS

Linking to Rcpp, RcppArmadillo


See at CRAN