R package for a variational Bayes approach facilitating adaptive regularization of feature groups as used in 'Adaptive penalization in high-dimensional regression and classification with external covariates using variational Bayes'. The main function is graper
, which fits the variational Bayes model given data X
, a response y
and a group annotation for each feature in annot
.
bv2 / graper Goto Github PK
View Code? Open in Web Editor NEWR package for group-adaptive penalized regression