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.
|Date of publication||2013-02-05 13:41:35|
|Maintainer||Benjamin Guedj <firstname.lastname@example.org>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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