LRQVB
Low Rank Correction Quantile Variational Bayesian Algorithm for Multi-Source Heterogeneous Models
Description
A Low Rank Correction Variational Bayesian algorithm for high-dimensional multi-source heterogeneous quantile linear models. More details have been written up in a paper submitted to the journal Statistics in Medicine, and the details of variational Bayesian methods can be found in Ray and Szabo (2021) <doi:10.1080/01621459.2020.1847121>. It simultaneously performs parameter estimation and variable selection. The algorithm supports two model settings: (1) local models, where variable selection is only applied to homogeneous coefficients, and (2) global models, where variable selection is also performed on heterogeneous coefficients. Two forms of parameter estimation are output: one is the standard variational Bayesian estimation, and the other is the variational Bayesian estimation corrected with low-rank adjustment.
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|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
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installed package size
installed size is 5.2Mb
sub-directories of 1Mb or more:
libs 5.0Mb
installed package size
installed size is 5.2Mb
sub-directories of 1Mb or more:
libs 5.1Mb
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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
installed package size
installed size is 5.2Mb
sub-directories of 1Mb or more:
libs 5.0Mb
installed package size
installed size is 5.2Mb
sub-directories of 1Mb or more:
libs 5.1Mb