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reglogit: Simulation-Based Regularized Logistic Regression
Regularized (polychotomous) logistic regression by Gibbs sampling. The package implements subtly different MCMC schemes with varying efficiency depending on the data type (binary v. binomial, say) and the desired estimator (regularized maximum likelihood, or Bayesian maximum a posteriori/posterior mean, etc.) through a unified interface. For details, see Gramacy & Polson (2012 <doi:10.1214/12-BA719>).
Getting started
Browse package contents
Package details |
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| Author | Robert B. Gramacy <rbg@vt.edu> |
| Maintainer | Robert B. Gramacy <rbg@vt.edu> |
| License | LGPL |
| Version | 1.2-7 |
| URL | https://bobby.gramacy.com/r_packages/reglogit/ |
| Package repository | View on CRAN |
| Installation |
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