pacbpred: PAC-Bayesian Estimation and Prediction in Sparse Additive Models.
Version 0.92.2

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
Date of publication2013-02-05 13:41:35
MaintainerBenjamin Guedj <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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pacbpred documentation built on May 29, 2017, 9:47 p.m.