This package is based on the [SparseBayes package for Matlab] (http://www.miketipping.com/sparsebayes.htm#software) written by Mike Tipping.
SparseBayes.jl is written for Julia version 0.4. To install, run the following command inside a Julia session:
julia> Pkg.add("SparseBayes")SparseBayes.jl requires the [Optim.jl] (https://github.com/JuliaOpt/Optim.jl) package.
Some examples of using the sparse Bayesian learning package is available in the examples/ folder.