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.

Install the latest version of this package by entering the following in R:
install.packages("pacbpred")
AuthorBenjamin Guedj
Date of publication2013-02-05 13:41:35
MaintainerBenjamin Guedj <benjamin.guedj@upmc.fr>
LicenseGPL (>= 2)
Version0.92.2
http://www.lsta.upmc.fr/doct/guedj/index.html

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MD5
NAMESPACE
inst
inst/CITATION
R
R/zzz.R R/pacbpred.R
DESCRIPTION
man
man/pacbpred-package.Rd man/pacbpred.Rd

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