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

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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.

Author
Benjamin Guedj
Date of publication
2013-02-05 13:41:35
Maintainer
Benjamin Guedj <benjamin.guedj@upmc.fr>
License
GPL (>= 2)
Version
0.92.2
URLs

View on CRAN

Man pages

pacbpred
pacbpred
pacbpred-package
PAC-Bayesian Estimation and Prediction in Sparse Additive...

Files in this package

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