pacbpred: PAC-Bayesian Estimation and Prediction in Sparse Additive Models.

This package is intended to perform estimation and prediction in high-dimensional additive models, using a sparse PAC-Bayesian point of view and a MCMC algorithm. The method is fully described in Guedj and Alquier (2013), 'PAC-Bayesian Estimation and Prediction in Sparse Additive Models', Electronic Journal of Statistics, 7, 264--291.

Package details

AuthorBenjamin Guedj
MaintainerBenjamin Guedj <benjamin.guedj@upmc.fr>
LicenseGPL (>= 2)
Version0.92.2
URL http://www.lsta.upmc.fr/doct/guedj/index.html
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("pacbpred")

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pacbpred documentation built on May 2, 2019, 8:16 a.m.