Variable selection with VsusP

Use posterior coefficient draws to compare selected variable sets, or fit Gaussian shrinkage regression directly in Python.

1. Fit, inspect and predict.
2. Choose a selection method.
3. Find function inputs and outputs.

Install with pip install vsusp. For plots and chain diagnostics, use pip install "vsusp[plots,diagnostics]".

Reference manual (PDF) · Numerical validation

Citation

See the package paper and BibTeX citation.

Acknowledgements

Computations were performed on the Arseven Computing Cluster, Department of Statistics, Texas A&M University.

This work received no grant funding.