BayesianLasso: Bayesian Lasso Regression and Tools for the Lasso Distribution
Implements Bayesian Lasso regression using efficient Gibbs sampling
algorithms, including modified versions of the Hans and Park Casella (PC) samplers.
Includes functions for working with the Lasso distribution, such as its density,
cumulative distribution, quantile, and random generation functions, along with moment
calculations. Also includes a function to compute the Mills ratio. Designed for sparse
linear models and suitable for high-dimensional regression problems.
| Version: |
0.4.1 |
| Imports: |
Rcpp (≥ 1.0.12) |
| LinkingTo: |
Rcpp, RcppNumerical, RcppArmadillo, RcppEigen |
| Suggests: |
knitr, rmarkdown, monomvn, posterior, rstan, bayesreg, testthat (≥ 3.0.0), MASS |
| Published: |
2026-04-04 |
| DOI: |
10.32614/CRAN.package.BayesianLasso |
| Author: |
John Ormerod 
[aut, cph],
Mohammad Javad Davoudabadi
[aut, cre,
cph],
Garth Tarr [aut,
cph],
Samuel Mueller
[aut, cph],
Jonathon Tidswell [aut, cph] |
| Maintainer: |
Mohammad Javad Davoudabadi <mohammad.davoudabadi at qut.edu.au> |
| BugReports: |
https://github.com/garthtarr/BayesianLasso/issues |
| License: |
GPL-3 |
| URL: |
https://garthtarr.github.io/BayesianLasso/,
https://github.com/garthtarr/BayesianLasso |
| NeedsCompilation: |
yes |
| Citation: |
BayesianLasso citation info |
| Materials: |
README, NEWS |
| CRAN checks: |
BayesianLasso results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=BayesianLasso
to link to this page.