Using ideas from Ann. Stat. 35(4):1351-1377 (2007), and some handy code from the former locfdr package, this package computes local false discovery rate (i.e. posterior error probability) estimates for classification/ discrimination tasks using a Bayesian Poission regression. Specifically, the Bayesian Poission regression is used to estimate the denominator of Bayes Theorem within Efron's two-groups empirical Bayes methodology. The regression is a heirarical model and carried out with either JAGS (mcmc-jags.sourceforge.net) or Stan (mc-stan.org), via their R interfaces.
Package details |
|
---|---|
Author | Nick Petraco |
Maintainer | <npetraco@gmail.com> |
License | GPL (>= 2) |
Version | 1.1 |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.