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 <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the pacbpred package in your browser

Any scripts or data that you put into this service are public.

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