An R package VIGoR for joint estimation of multiple linear learners with variational Bayesian inference.

Abstract

An R package that can implement multiple linear learners, including penalized regression and regression with spike and slab priors, in a single model has been developed. Solutions are obtained with fast minorize-maximization algorithms in the framework of variational Bayesian inference. This package helps to incorporate multimodal and high-dimensional explanatory variables in a single regression model. The R package VIGoR (Variational Bayesian Inference for Genome-wide Regression) is available at the Comprehensive R Archive Network (CRAN) (https://cran.r-project.org/) and at GitHub (https://github.com/Onogi/VIGoR). Supplementary data are available at Bioinformatics online.