Version 1.5 of the BayesReg package has now been released. There are two main changes to this version:
- We have written a new version of the logistic regression sampling code in C++ that makes use of multiple cores. This can result in significant speed-ups when sampling.
- An efficient MATLAB implementation of logistic regression sampling has been added to the code, so that it now runs even without MEX files (though it will not be as fast).
Precompiled MEX files for Windows, Linux and MacOSX can be obtained here. To use these, all you need to do is download this file and unzip the contents into the “bayesreg” folder.