BTdecayLasso: Bradley-Terry Model with Exponential Time Decayed Log-Likelihood and Adaptive Lasso

We apply Bradley-Terry Model to estimate teams' ability in paired comparison data. Exponential Decayed Log-likelihood function is applied for dynamic approximation of current rankings and Lasso penalty is applied for variance reduction and grouping. The main algorithm applies the Augmented Lagrangian Method described by Masarotto and Varin (2012) <doi:10.1214/12-AOAS581>.

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Package details

AuthorYunpeng Zhou [aut, cre], Jinfeng Xu [aut]
MaintainerYunpeng Zhou <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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BTdecayLasso documentation built on June 27, 2018, 5 p.m.