BayesLogit: Logistic Regression

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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
Date of publication
2016-10-20 00:13:36
Maintainer
Jesse Windle <jesse.windle@gmail.com>
License
GPL (>= 3)
Version
0.6

View on CRAN

Man pages

compute.mixture
Compute Mixture
draw.indicators
Draw Indicators
logit
Default Bayesian Logistic Regression
logit.combine
Collapse Data for Binomial Logistic Regression
logit.EM
Logistic Regression Expectation Maximization
mlogit
Bayesian Multinomial Logistic Regression
rain
Tokyo Rainfall
rks
Kolmogorov-Smirnov Random Variates
rpg
Polya-Gamma Random Variates
spambase
Spambase Data

Files in this package

BayesLogit
BayesLogit/COPYING
BayesLogit/inst
BayesLogit/inst/CITATION
BayesLogit/inst/set.bash
BayesLogit/inst/Dynamic
BayesLogit/inst/Dynamic/Makevars
BayesLogit/inst/Dynamic/NAMESPACE
BayesLogit/inst/Dynamic/R
BayesLogit/inst/Dynamic/R/CUBS.R
BayesLogit/inst/Dynamic/DESCRIPTION
BayesLogit/inst/Dynamic/man
BayesLogit/inst/Dynamic/man/CUBS.Rd
BayesLogit/inst/Dynamic/man/AR1.Rd
BayesLogit/inst/Dynamic/man/AR1Ind.Rd
BayesLogit/inst/Static
BayesLogit/inst/Static/Makevars
BayesLogit/inst/Static/NAMESPACE
BayesLogit/inst/Static/DESCRIPTION
BayesLogit/src
BayesLogit/src/LogitWrapper.cpp
BayesLogit/src/PolyaGammaAlt.h
BayesLogit/src/Makevars
BayesLogit/src/PolyaGammaSP.h
BayesLogit/src/DynExpFamMH.h
BayesLogit/src/CUBS.h
BayesLogit/src/CUBS.cpp
BayesLogit/src/MultLogit.h
BayesLogit/src/Matrix.cpp
BayesLogit/src/Matrix.h
BayesLogit/src/RRNG.cpp
BayesLogit/src/PolyaGamma.cpp
BayesLogit/src/Normal.h
BayesLogit/src/CUBS_update.cpp
BayesLogit/src/RNG.h
BayesLogit/src/RRNG.h
BayesLogit/src/InvertY.cpp
BayesLogit/src/MatrixFrame.h
BayesLogit/src/InvertY.h
BayesLogit/src/AR1.h
BayesLogit/src/FSF_nmix.h
BayesLogit/src/PolyaGammaAlt.cpp
BayesLogit/src/PolyaGamma.h
BayesLogit/src/Logit.h
BayesLogit/src/RNG.cpp
BayesLogit/src/AR1.cpp
BayesLogit/src/FSF_nmix.cpp
BayesLogit/src/MatrixFrame.cpp
BayesLogit/src/DynExpFamMH.cpp
BayesLogit/src/PolyaGammaSP.cpp
BayesLogit/src/CUBS_update.h
BayesLogit/src/LogitWrapper.h
BayesLogit/NAMESPACE
BayesLogit/data
BayesLogit/data/spambase.RData
BayesLogit/data/rain.RData
BayesLogit/R
BayesLogit/R/Indicators.R
BayesLogit/R/DynExpFamMHWrapper.R
BayesLogit/R/ComputeMixture.R
BayesLogit/R/PG.R
BayesLogit/R/KS.R
BayesLogit/R/AR1.R
BayesLogit/R/MultLogitPG.R
BayesLogit/R/Multinomial.R
BayesLogit/R/compmix.R
BayesLogit/R/logit-EM.R
BayesLogit/R/LogitWrapper.R
BayesLogit/R/Logit-Indicators.R
BayesLogit/R/logit-combine.R
BayesLogit/R/FFBS.R
BayesLogit/R/LogitPG.R
BayesLogit/MD5
BayesLogit/DESCRIPTION
BayesLogit/man
BayesLogit/man/rks.Rd
BayesLogit/man/logit.combine.Rd
BayesLogit/man/compute.mixture.Rd
BayesLogit/man/rain.Rd
BayesLogit/man/draw.indicators.Rd
BayesLogit/man/rpg.Rd
BayesLogit/man/mlogit.Rd
BayesLogit/man/spambase.Rd
BayesLogit/man/logit.Rd
BayesLogit/man/logit.EM.Rd