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Bayesian Subset Regression (BSR)

BSR (Bayesian Subset Regression) is an R package that implements the Bayesian subset modeling procedure for high-dimensional generalized linear models.

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Reference:

Liang F, Song Q, Yu K (2013) Bayesian subset modeling for high-dimensional generalized linear models. J Am Stat Assoc 108:589-606.

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Authors: Faming Liang and Kai Yu