vb_logistic: Perform variational inference for logistic regression model

In jatotterdell/optimum: Package containing functions and scripts used for optimum study simulations

Description

Perform variational inference for logistic regression model

Usage

vb_logistic(X, y, mu0, Sigma0, tol = 1e-08, maxiter = 1000L,
  maxiter_jj = 25L, alg = "jj")

Arguments

X	The design matrix
y	The response vector
mu0	The prior mean for beta paramter
Sigma0	The prior variance for beta parameter
tol	The tolerance level to assess convergence
maxiter	The maximum number of iterations
maxiter_jj	The maximum number of Jaakkola-Jordan iterations to initialise estimation
alg	The algorithm used for final estimation of variational parameters. Must be one of "jj", "sj", "kmw".

jatotterdell/optimum documentation built on May 29, 2019, 1:24 p.m.