hsstan: Hierarchical Shrinkage Stan Models for Biomarker Selection
Linear and logistic regression models penalized with hierarchical shrinkage priors for selection of biomarkers (or more general variable selection), which can be fitted using Stan (Carpenter et al. (2017) <doi:10.18637/jss.v076.i01>). It implements the horseshoe and regularized horseshoe priors (Piironen and Vehtari (2017) <doi:10.1214/17-EJS1337SI>), as well as the projection predictive selection approach to recover a sparse set of predictive biomarkers (Piironen, Paasiniemi and Vehtari (2020) <doi:10.1214/20-EJS1711>).
| Version: | 0.8.1 |
| Depends: | R (≥ 3.6) |
| Imports: | ggplot2, loo (≥ 2.1.0), parallel, pROC, Rcpp, RcppParallel (≥ 5.0.1), methods, rstan (≥ 2.18.1), rstantools (≥ 2.0.0), stats, utils |
| LinkingTo: | BH (≥ 1.66.0.1), Rcpp (≥ 0.12.15), RcppEigen (≥ 0.3.3.4.0), RcppParallel (≥ 5.0.1), StanHeaders (≥ 2.21.0), rstan (≥ 2.18.1) |
| Suggests: | testthat (≥ 2.1.0) |
| Published: | 2021-09-16 |
| Author: | Marco Colombo 
[aut, cre],
Paul McKeigue
[aut],
Athina Spiliopoulou
[ctb] |
| Maintainer: | Marco Colombo <mar.colombo13 at gmail.com> |
| BugReports: | https://github.com/mcol/hsstan/issues |
| License: | GPL-3 |
| URL: | https://github.com/mcol/hsstan |
| NeedsCompilation: | yes |
| SystemRequirements: | GNU make |
| Materials: | README NEWS |
| CRAN checks: | hsstan results |
Documentation:
| Reference manual: | hsstan.pdf |
Downloads:
| Package source: | hsstan_0.8.1.tar.gz |
| Windows binaries: | r-devel: hsstan_0.8.1.zip, r-release: hsstan_0.8.1.zip, r-oldrel: hsstan_0.8.1.zip |
| macOS binaries: | r-release (arm64): hsstan_0.8.1.tgz, r-oldrel (arm64): hsstan_0.8.1.tgz, r-release (x86_64): hsstan_0.8.1.tgz, r-oldrel (x86_64): hsstan_0.8.1.tgz |
| Old sources: | hsstan archive |
Reverse dependencies:
| Reverse imports: | nestedcv |
Linking:
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