R package: pqrBayes (The Bayesian Penalized Quantile Regression)
Author: Fan, K., Wu, C., Ren, J., Li, X. and Zhou, F..
The R package has been released on CRAN since 09/2023 and last updated on 12/2025. It is also on Github.
The C++ based R package provides implementations of Bayesian regularized quantile regression with two major classes of shrinkage priors: the spike-and-slab priors and the horseshoe family of priors. Valid robust Bayesian inferences under sparse models in the presence of heavy-tailed errors can be validated on finite samples.
References:
Fan, K., Subedi, S., Yang, G., Lu, X., Ren, J.* and Wu, C.* (2024). Is Seeing Believing? A Practitioner's Perspective on High-dimensional Statistical Inference in Cancer Genomics Studies. Entropy. 26(9). 794
Zhou, F., Ren, J., Ma, S. and Wu, C.* (2023). The Bayesian regularized quantile varying coefficient model. Computational Statistics & Data Analysis. 187, 107808.
Ren, J., Zhou, F., Li, X., Ma, S., Jiang, Y. and Wu, C.* (2023). Robust Bayesian variable selection for gene-environment interactions. Biometrics. 79(2), 684-694.
Fan, K. and Wu, C.* (2025). A New Robust Binary Bayesian LASSO. Stat. 14 (3), e70078
Fan, K., Subedi, S., Dissanayake, V. and Wu, C.* (2025+). Robust Bayesian high-dimensional variable selection and inference with the horseshoe family of priors. [arXiv]
R package: mixedBayes (The Bayesian longitudinal regularized quantile mixed model)
Author: Fan, K. and Wu, C.
The R package has been released on 04/2023 and updated on 09/2024 with a more efficient Gibbs sampler in the longitudinal setting. It is on both CRAN and Github.
The core module of the package is developed in C++.
References:
Fan, K., Jiang, Y., Ma, S., Wang, W. and Wu, C.* (2025). Robust Sparse Bayesian Regression for Longitudinal Gene-Environment Interactions. Journal of the Royal Statistical Society Series C: Applied Statistics. (In press).
R package: Blend (Robust Bayesian longitudinal regularized semiparametric mixed model)
Author: Fan, K. and Wu, C.
The C++ based R package has been released in 11/2024 on both CRAN and Github.
This package can be adopted to perform posterior inference in terms of valid Bayesian credible intervals on high-dimensional nonparametric and parametric fixed effects simultaneously.
References:
Fan, K., Ren, J., Ma, S. and Wu, C.* (2025+). Robust Bayesian variable selection and inference under misspecified nonparametric mixed models in longitudinal studies. [Blend]
R package: emBayes (Robust Bayesian variable selection via Expectation-Maximization)
Author: Liu, Y. and Wu, C.
The R package has been released on 06/2023 and updated on 09/2024. It is on Github and CRAN.
The core module of the package is developed in C++.
References:
Liu, Y., Ren, J., Ma, S. and Wu, C.* (2024). The Spike-and-Slab Quantile LASSO for robust variable selection in cancer genomics studies. Statistics in Medicine. 43(26): 4928-4983 [arXiv]
R package: Bayenet (Robust Bayesian elastic net)
Author: Lu, X. and Wu, C.
The R package has been released on 05/2023 and updated on 04/2024. It is on Github and CRAN.
References:
Lu, X., Ren, J., Ma, S. and Wu, C.* (2025+). Robust Bayesian elastic net with spike-and-slab priors.
R package: marble (Robust marginal Bayesian variable selection for Gene-environment interactions)
Author: Lu, X. and Wu, C.
The R package has been released on 05/2023 and updated on 04/2024. It is on Github and CRAN.
The core module of the package is developed in C++. Extensions to survival and longitudinal responses will be included in the follow-up update the package.
References:
Lu, X., Fan, K., Ren, J., and Wu, C.* (2021). Identifying Gene-environment interactions with robust marginal Bayesian variable selection. Frontiers in Genetics. 12:667074. [marble]
R package: springer (Sparse group variable selection for Gene-environment interactions in the longitudinal study)
Author: Zhou, F., Liu, Y., Lu, X., Ren, J., and Wu, C.
The R package has been last updated on 02/2024. It is now available at both Github and CRAN.
The core module of the package is developed in C++.
This package has been downloaded over 17K times.
References:
Zhou, F., Lu, X, Ren, J., Fan, K., Ma, S. and Wu, C.* (2022). Sparse group variable selection for Gene-environment interactions in the longitudinal study. Genetic Epidemiology. 46(5-6), 317-340 . [arXiv]
Zhou, F., Liu,Y., Ren, J., Wang, W. and Wu, C.* (2023). Springer: an R package for bi-level variable selection of high-dimensional longitudinal data. Frontiers in Genetics.14:1088223.
R package: roben (Robust Bayesian variable selection for gene-environment interactions)
Author: Ren, J., Zhou, F., Li, X., and Wu, C.
The R package has been recently updated on 03/2024. It is now available at both Github and CRAN.
The core module of the package is developed in C++.
This package has been downloaded over 14K times.
References:
Ren, J., Zhou, F., Li, X., Ma, S., Jiang, Y. and Wu, C.* (2023). Robust Bayesian variable selection for gene-environment interactions. Biometrics. 79(2), 684-694. [arXiv]
R package: spinBayes (Semi-parametric Gene-Environment Interaction via Bayesian variable selection)
Author: Ren, J., Zhou, F., Li, X., Wu, C. and Jiang, Y.
Reference Manual: link
The package has been released on 05/2019 and updated on 03/2024.The core module of the package is developed in C++.
This package has been downloaded over 17K times.
References:
Ren, J., Zhou, F., Li, X., Chen, Q., Zhang, H., Ma, S., Jiang,Y. and Wu, C.* (2020). Semi-parametric Bayesian variable selection for Gene-Environment interactions. Statistics in Medicine. 39(5): 617–638 [arXiv].
R package: interep (Interaction Analysis of Repeated Measure Data)
Author: Zhou, F., Ren, J., Liu, Y., Li, X., Wu, C, Jiang, Y.
Reference Manual: link
The new version, with the core module developed in C++, has been released on 11/2018.
The most recent version has been released on 01/2024.
This package has been downloaded over 32K times.
References:
Zhou, F., Ren,J., Li, G., Jiang, Y., Li, X., Wang, W. and Wu, C.* (2019). Penalized variable selection for Lipid-Environment interactions in a longitudinal lipidomics study. Genes. 10(12), 1002
Zhou, F., Ren, J., Liu, Y., Li, X., Wang, W and Wu, C*. (2022). Interep: An R Package for High-Dimensional Interaction Analysis of the Repeated Measurement Data. Genes. 13(3), 544.
R package: regnet (Network-based Regularization for Generalized Linear Models)
Author: Ren, J., Luann, J., Du, Y., Wu, C., Jiang, Y., Liu, J.
Reference Manual: link
The core module (in C++) has been updated on 10/2017. The most recent version has been released on 02/2024.
This package has been downloaded over 31K times.
References:
Ren, J., He, T., Li, Y., Liu, S., Du, Y., Jiang, Y. and Wu, C.* (2017). Network-based regularization for high dimensional SNP data in the case–control study of Type 2 diabetes. BMC Genetics. 18(1): 44
Ren, J., Du, Y., Li, S., Ma, S., Jiang,Y. and Wu, C.* (2019) Robust network-based regularization and variable selection for high dimensional genomics data in cancer prognosis. Genetic Epidemiology. 43(3): 276–291
R package: accrual (Bayesian Accrual Prediction)
Author: Liu,J., Jiang,Y., Wu, C., Simon, S., Mayo, M., Raghavan, R., Gajewski, B.
Reference Manual: link
This package has been downloaded over 60K times.