The BayesLogit package does posterior simulation for binomial and multinomial logistic regression using the Polya-Gamma latent variable technique. This method is fully automatic, exact, and fast. A routine to efficiently sample from the Polya-Gamma class of distributions is included.
|Author||Nicholas G. Polson, James G. Scott, and Jesse Windle|
|Maintainer||Jesse Windle <[email protected]>|
|License||GPL (>= 3)|
|Package repository||View on CRAN|
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