logistic_precomputation: Precomputation to prepare for the Polya-Gamma sampler

logisticregression_precomputationR Documentation

Precomputation to prepare for the Polya-Gamma sampler

Description

This function takes the canonical elements defining the logistic regression problem (the vector of outcome Y, covariate matrix X, the prior mean b and the prior variance B), and precomputes some quantities repeatedly used in the Polya-Gamma sampler and variants of it. The precomputed quantities are returned in a list, which is then meant to be passed to the samplers.

Usage

logisticregression_precomputation(Y, X, b, B)

pierrejacob/debiasedmcmc documentation built on Aug. 22, 2022, 12:41 a.m.