sparseVCBART: Sparse Varying Coefficient BART with Global-Local Priors"

Fits sparse linear varying coefficient models (VCMs), which assert a linear relationship between an outcome and several covariates that is allowed to change as functions of additional variables known as effect modifiers. Designed for high-dimensional settings where the number of covariates (i.e., number of slopes) is comparable to or larger than the number of observations. Approximates the coefficient functions using a version of Bayesian Additive Regression Trees that can perform global-local shrinkage. For more details see Ghosh, Bhogale, and Deshpande (2026+) <doi:10.48550/arXiv.2510.08204>.

Version: 1.0.0
Imports: Rcpp, MASS
LinkingTo: Rcpp, RcppArmadillo
Published: 2026-05-19
DOI: 10.32614/CRAN.package.sparseVCBART (may not be active yet)
Author: Soham Ghosh [aut], Sameer K. Deshpande ORCID iD [cre, aut]
Maintainer: Sameer K. Deshpande <sameer.deshpande at wisc.edu>
License: GPL (≥ 3)
URL: https://github.com/ghoshstats/sparseVCBART
NeedsCompilation: yes
CRAN checks: sparseVCBART results

Documentation:

Reference manual: sparseVCBART.html , sparseVCBART.pdf

Downloads:

Package source: sparseVCBART_1.0.0.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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