tglm-package: Binary Regressions under Independent Student-t Priors
In tglm: Binary Regressions under Independent Student-t Priors
Description
Details
Author(s)
References
Description
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).
Details
Package: tglm
Type: Package
Version: 1.0
Date: 2015-07-24
License: GPL(>= 2)
Main function: tglm.fit.
Author(s)
Yingbo Li
Maintainer: Yingbo Li <ybli@clemson.edu>
References
James H. Albert and Siddhartha Chib. (1993) "Bayesian Analysis of Binary and Polychotomous Response Data." Journal of the American statistical Association, 88(422), 669-679.
Nicholas G. Polson, James G. Scott, and Jesse Windle. (2013) "Bayesian Inference for Logistic Models Using Polya-Gamma Latent Variables." Journal of the American statistical Association, 108(504), 1339-1349.
Joyee Ghosh, Yingbo Li, and Robin Mitra. "On the Use of Cauchy Prior Distributions for Bayesian Logistic Regression." Working paper.
tglm documentation built on May 29, 2017, 4:10 p.m.
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Description Details Author(s) References
Description
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).
Details
| Package: | tglm |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2015-07-24 |
| License: | GPL(>= 2) |
Main function: tglm.fit.
Author(s)
Yingbo Li
Maintainer: Yingbo Li <ybli@clemson.edu>
References
James H. Albert and Siddhartha Chib. (1993) "Bayesian Analysis of Binary and Polychotomous Response Data." Journal of the American statistical Association, 88(422), 669-679.
Nicholas G. Polson, James G. Scott, and Jesse Windle. (2013) "Bayesian Inference for Logistic Models Using Polya-Gamma Latent Variables." Journal of the American statistical Association, 108(504), 1339-1349.
Joyee Ghosh, Yingbo Li, and Robin Mitra. "On the Use of Cauchy Prior Distributions for Bayesian Logistic Regression." Working paper.
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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