spikeSlabGAM
R-package: Bayesian variable selection, model choice, and regularized estimation for (spatial) generalized additive mixed regression models via stochastic search variable selection with spike-and-slab priors.
Science Score: 23.0%
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Low similarity (6.5%) to scientific vocabulary
Repository
R-package: Bayesian variable selection, model choice, and regularized estimation for (spatial) generalized additive mixed regression models via stochastic search variable selection with spike-and-slab priors.
Basic Info
- Host: GitHub
- Owner: fabian-s
- License: other
- Language: R
- Default Branch: master
- Size: 2.03 MB
Statistics
- Stars: 14
- Watchers: 3
- Forks: 3
- Open Issues: 1
- Releases: 0
Metadata Files
README.md
spikeSlabGAM
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An R-package for Bayesian variable selection, model choice, and regularized estimation for (spatial) generalized additive mixed regression models via stochastic search variable selection with spike-and-slab priors.
- Fits additive models for Gaussian, Binary/Binomial and Poisson responses
- (Correlated) random effects
- Automagically performs variable selection and function selection (i.e., do I need this model term at all, is it linear or is it non-linear?), also for interactions between multiple covariates.
- Yields marginal posterior inclusion probabilities for each term as well as posterior model probabilities and model-averaged effect estimates.
- Convenient formula-based model specification
- Fully Bayesian via MCMC, multiple parallelized chains for diagnostics and faster mixing, sampler implemented in
C.
References:
Short & applied intro (also the vignette that comes with the package, with some minor modifications...):
Fabian Scheipl. (2011)
spikeSlabGAM: Bayesian Variable Selection, Model Choice and Regularization for Generalized Additive Mixed Models in R. Journal of Statistical Software, 43(14). [pdf]
More theory, simulation studies and real-world case studies:
Fabian Scheipl, Ludwig Fahrmeir, Thomas Kneib (2012). Spike-and-Slab Priors for Function Selection in Structured Additive Regression Models. Journal of the American Statistical Association, 107(500), 1518-1532. [pdf on arXiv]
Owner
- Name: Fabian Scheipl
- Login: fabian-s
- Kind: user
- Location: Munich
- Company: Ludwig-Maximilians-Universität München
- Repositories: 19
- Profile: https://github.com/fabian-s
GitHub Events
Total
- Push event: 2
Last Year
- Push event: 2
Committers
Last synced: over 2 years ago
Top Committers
| Name | Commits | |
|---|---|---|
| Fabian Scheipl | f****l@g****m | 40 |
| fabian-s | f****l@g****m | 11 |
| bettinagruen | B****n@j****t | 1 |
Committer Domains (Top 20 + Academic)
Issues and Pull Requests
Last synced: 12 months ago
All Time
- Total issues: 3
- Total pull requests: 1
- Average time to close issues: about 1 year
- Average time to close pull requests: about 10 hours
- Total issue authors: 2
- Total pull request authors: 1
- Average comments per issue: 1.33
- Average comments per pull request: 4.0
- Merged pull requests: 1
- Bot issues: 0
- Bot pull requests: 0
Past Year
- Issues: 0
- Pull requests: 0
- Average time to close issues: N/A
- Average time to close pull requests: N/A
- Issue authors: 0
- Pull request authors: 0
- Average comments per issue: 0
- Average comments per pull request: 0
- Merged pull requests: 0
- Bot issues: 0
- Bot pull requests: 0
Top Authors
Issue Authors
- fabian-s (2)
- jebyrnes (1)
Pull Request Authors
- bettinagruen (1)
Top Labels
Issue Labels
Pull Request Labels
Packages
- Total packages: 1
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Total downloads:
- cran 559 last-month
- Total docker downloads: 21,777
- Total dependent packages: 2
- Total dependent repositories: 2
- Total versions: 16
- Total maintainers: 1
cran.r-project.org: spikeSlabGAM
Bayesian Variable Selection and Model Choice for Generalized Additive Mixed Models
- Homepage: https://github.com/fabian-s/spikeSlabGAM
- Documentation: http://cran.r-project.org/web/packages/spikeSlabGAM/spikeSlabGAM.pdf
- License: MIT + file LICENSE
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Latest release: 1.1-20
published over 1 year ago
Rankings
Maintainers (1)
Dependencies
- R >= 2.15.1 depends
- MASS * imports
- MCMCpack * imports
- R2WinBUGS * imports
- cluster * imports
- coda * imports
- ggplot2 >= 2.0.0 imports
- gridExtra >= 2.0.0 imports
- interp * imports
- mvtnorm * imports
- parallel * imports
- reshape * imports
- scales * imports
- splines * imports
- gtable * suggests
- knitr * suggests
- mboost * suggests
- mlbench * suggests
- rmarkdown * suggests
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