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Provides an implementation of the reversible jump piecewise deterministic Markov processes (PDMPs) methods developed in the paper Reversible Jump PDMP Samplers for Variable Selection (Chevallier, Fearnhead, Sutton 2020, <arXiv:2010.11771>). It also contains an implementation of a Gibbs sampler for variable selection in Logistic regression based on Polya-Gamma augmentation.
Package details |
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Author | Matt Sutton, Augustin Chevalier, Paul Fearnhead, with PolyaGamma simulation code contributed from Jesse Windle and James G. Scott (<https://github.com/jgscott/helloPG>) |
Maintainer | Matt Sutton <matt.sutton.stat@gmail.com> |
License | GPL (>= 2) |
Version | 2.0.0 |
Package repository | View on CRAN |
Installation |
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