Variable Selection using Shrinkage Priors R package VsusP version 1.0.0 Bayesian variable selection using shrinkage priors to identify significant variables in high-dimensional datasets. The package includes methods for determining the number of significant variables through innovative clustering techniques of posterior distributions, specifically utilizing the 2-Means and Sequential 2-Means (S2M) approaches. The package aims to simplify the variable selection process with minimal tuning required in statistical analysis. Software Imports: bayesreg, stats Suggests: covr, MASS, knitr, rmarkdown, tinytex, testthat (>= 3.0.0) Nilson Chapagain <nilson.chapagain@gmail.com> Comprehensive R Archive Network (CRAN) Nilson Chapagain [aut, cre] (ORCID: <https://orcid.org/0000-0003-2962-2949>), Debdeep Pati [aut] GPL (>= 3) 2024-06-25 application/tgz https://CRAN.R-project.org/package=VsusP doi:10.32614/CRAN.package.VsusP