[R-pkgs] spikeslab 1.0.0 now available on CRAN

From: Udaya B. Kogalur <kogalurshear_at_gmail.com>
Date: Wed, 17 Mar 2010 13:47:02 -0400

Please find release 1.0.0 of the new CRAN package "spikeslab" now available for download. Thank you.

RELEASE 1.0.0 is the first and initial release of this package.

Fits a rescaled spike and slab model using a continuous bimodal prior. Can be used for prediction and variable selection in low and high-dimensional linear regression models.

Key features include:

o Option for ultra-fast handling of high-dimensional data.

o Variable selection using the generalized elastic net (gnet).

o Grouping of variables with unique regularization (no limit on the number).

o Predict wrapper for predicting on test data.

o Sparse PC approach for multiclass analysis of gene expression data.

o Depends on the randomForest and lars R-packages.


Udaya B. Kogalur, Ph.D.
Adjunct Staff, Dept of Quantitative Health Sciences, Cleveland Clinic Foundation President, Kogalur Shear Corporation
5425 Nestleway Drive, Suite L1
Clemmons, NC 27012

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