tglm: Binary Regressions under Independent Student-t Priors

Use Gibbs sampler with Polya-Gamma data augmentation to fit logistic and probit regression under independent Student-t priors (including Cauchy priors and normal priors as special cases).

Package details

AuthorYingbo Li
MaintainerYingbo Li <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the tglm package in your browser

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

tglm documentation built on May 29, 2017, 4:10 p.m.