<?xml version="1.0" encoding="utf-8" ?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom" xmlns:r="https://r-universe.dev"><channel><title>ghoshstats.r-universe.dev</title><link>https://ghoshstats.r-universe.dev</link><description>Recent package updates in ghoshstats</description><generator>R-universe</generator><image><url>https://github.com/ghoshstats.png</url><title>R packages by ghoshstats</title><link>https://ghoshstats.r-universe.dev</link></image><lastBuildDate>Tue, 19 May 2026 08:42:26 GMT</lastBuildDate><item><title>[cran] sparseVCBART 1.0.0</title><author>sameer.deshpande@wisc.edu (Sameer K. Deshpande)</author><description>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+) &lt;doi:10.48550/arXiv.2510.08204&gt;.</description><link>https://github.com/r-universe/cran/actions/runs/26093929736</link><pubDate>Tue, 19 May 2026 08:42:26 GMT</pubDate><r:package>sparseVCBART</r:package><r:version>1.0.0</r:version><r:status>success</r:status><r:repository>https://cran.r-universe.dev</r:repository><r:upstream>https://github.com/cran/sparseVCBART</r:upstream></item><item><title>[ghoshstats] sparseVCBART 1.0.0</title><author>sameer.deshpande@wisc.edu (Sameer K. Deshpande)</author><description>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+) &lt;doi:10.48550/arXiv.2510.08204&gt;.</description><link>https://github.com/r-universe/ghoshstats/actions/runs/26150486099</link><pubDate>Wed, 13 May 2026 14:36:01 GMT</pubDate><r:package>sparseVCBART</r:package><r:version>1.0.0</r:version><r:status>success</r:status><r:repository>https://ghoshstats.r-universe.dev</r:repository><r:upstream>https://github.com/ghoshstats/sparsevcbart</r:upstream></item></channel></rss>