BSCRN-package: Classical and Bayesian Screening for Binary Classification

In naveedmerchant/BayesScreening: Classical and Bayesian Screening for Binary Classification

Classical and Bayesian Screening for Binary Classification

Description

This package is intended to be used for screening important variables in the binary classification setting. This should be useful for data sets with very large amounts of predictors. Also provides implementation of non parametric Bayesian tests for equality of distributions, and methods to draw from their predictive posterior.

Details

The DESCRIPTION file: This package was not yet installed at build time.
Index: This package was not yet installed at build time.
~~ An overview of how to use the package, including the most important functions ~~

Author(s)

Naveed Merchant [aut, cre]

Maintainer: Naveed Merchant <[e-mail]>

References

Original paper on SIS: Fan, J., & Lv, J. (2008). Sure independence screening for ultrahigh dimensional feature space. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 70(5), 849-911.

First paper on Kolmogorov Smirnov Screening: Mai, Q., & Zou, H. (2012). The Kolmogorov filter for variable screening in high-dimensional binary classification. Biometrika, 100(1), 229-234. ~~ Literature or other references for background information ~~

Hanson's paper on inference of Polya Trees Hanson, T. (2006). Inference for Mixtures of Finite Polya Tree Models. Journal of the American Statistical Association, 101(476), 1548-1565. Retrieved from www.jstor.org/stable/27639772

Holmes et al.'s POlya Tree test Holmes, C. C., Caron, F., Griffin, J. E., & Stephens, D. A. (2015). Two-sample Bayesian nonparametric hypothesis testing. Bayesian Analysis, 10(2), 297-320.

Hanson and Chen's Polya Tree test Chen, Y., & Hanson, T. E. (2014). Bayesian nonparametric k-sample tests for censored and uncensored data. Computational Statistics & Data Analysis, 71, 335-346.

CVBF manuscript is in preperation, please contact author for current manuscript.

See Also

~~ Optional links to other man pages, e.g. ~~ ~~ <pkg> ~~

Examples

~~ simple examples of the most important functions ~~

naveedmerchant/BayesScreening documentation built on June 13, 2024, 7:56 a.m.