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: 0.3.5
Imports: Rcpp (≥ 1.0.12)
LinkingTo: Rcpp, RcppNumerical, RcppArmadillo, RcppEigen, RcppClock
Suggests: knitr, rmarkdown, monomvn, bayeslm, rstan, bayesreg, lars, Ecdat, testthat (≥ 3.0.0), MASS
Published: 2025-07-28
DOI: 10.32614/CRAN.package.BayesianLasso
Author: John Ormerod ORCID iD [aut, cph], Mohammad Javad Davoudabadi ORCID iD [aut, cre, cph], Garth Tarr ORCID iD [aut, cph], Samuel Mueller ORCID iD [aut, cph], Jonathon Tidswell [aut, cph]
Maintainer: Mohammad Javad Davoudabadi <mohammad.davoudabadi at sydney.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:

Reference manual: BayesianLasso.html , BayesianLasso.pdf
Vignettes: BayesianLasso (source, R code)

Downloads:

Package source: BayesianLasso_0.3.5.tar.gz
Windows binaries: r-devel: BayesianLasso_0.3.5.zip, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): BayesianLasso_0.3.5.tgz, r-oldrel (arm64): BayesianLasso_0.3.5.tgz, r-release (x86_64): BayesianLasso_0.3.5.tgz, r-oldrel (x86_64): BayesianLasso_0.3.5.tgz

Linking:

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