Robust Bayesian Variable Selection via Expectation-Maximization

Variable selection methods have been extensively developed for analyzing highdimensional omics data within both the frequentist and Bayesian frameworks. This package provides implementations of the spike-and-slab quantile (group) LASSO which have been developed along the line of Bayesian hierarchical models but deeply rooted in frequentist regularization methods by utilizing Expectation–Maximization (EM) algorithm. The spike-and-slab quantile LASSO can handle data irregularity in terms of skewness and outliers in response variables, compared to its non-robust alternative, the spike-and-slab LASSO, which has also been implemented in the package. In addition, procedures for fitting the spike-and-slab quantile group LASSO and its non-robust counterpart have been implemented in the form of quantile/least-square varying coefficient mixed effect models for high-dimensional longitudinal data. The core module of this package is developed in 'C++'.


Reference manual

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install.packages("emBayes")

0.1.6 by Yuwen Liu, 2 years ago


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


Authors: Yuwen Liu [aut, cre] , Cen Wu [aut]


Documentation:   PDF Manual  


GPL-2 license


Imports Rcpp, glmnet

Linking to Rcpp, RcppArmadillo


See at CRAN