ptycho: Bayesian Variable Selection with Hierarchical Priors
ptycho is an R package for Bayesian variable selection for linear regression
models using hierarchical priors. There is a prior that combines information
across responses and one that combines information across covariates, as well as
a standard spike and slab prior for comparison. An MCMC samples from the
marginal posterior distribution for the 0-1 variables indicating if each
covariate belongs to the model for each response.
- Manual
- Package at
CRAN
- Input data: To demonstrate that the priors increase power
when they capture structural characteristics of the data, we simulated data
from priors used by ptycho and applied each of the priors to each of the data
sets. Each of the following files is 19MB and contains one of these data sets
in the form of an R object output by the function createData and
described in the package manual. Each has 100
replicates, and each replicate has 5000 observations, 50 covariates, and 5
responses.
- Manuscript:
Stell and Sabatti (2016)
Genetic variant selection: learning across traits and sites. This paper
also used: