pg_gibbs: Polya-Gamma Gibbs sampler
In pierrejacob/debiasedmcmc: Unbiased MCMC with couplings
View source: R/logistic_regression.R
pg_gibbs R Documentation
Polya-Gamma Gibbs sampler
Description
This implements the sampler proposed in
Nicholas G Polson, James G Scott, and Jesse Windle. Bayesian inference for logistic models using
Polya–Gamma latent variables. Journal of the American statistical Association, 108(504):1339–1349, 2013.
The arguments are:
niterations: the number of desired MCMC iterations,
logistic_setting: a list of precomputed quantities obtained via 'logistic_precomputation'.
Usage
pg_gibbs(niterations, logistic_setting)
Value
a matrix where each row corresponds to an iteration of the sampler, and contains
the regression coefficient at that iteration.
pierrejacob/debiasedmcmc documentation built on Aug. 22, 2022, 12:41 a.m.
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View source: R/logistic_regression.R
| pg_gibbs | R Documentation |
Polya-Gamma Gibbs sampler
Description
This implements the sampler proposed in Nicholas G Polson, James G Scott, and Jesse Windle. Bayesian inference for logistic models using Polya–Gamma latent variables. Journal of the American statistical Association, 108(504):1339–1349, 2013. The arguments are:
niterations: the number of desired MCMC iterations,
logistic_setting: a list of precomputed quantities obtained via 'logistic_precomputation'.
Usage
pg_gibbs(niterations, logistic_setting)
Value
a matrix where each row corresponds to an iteration of the sampler, and contains the regression coefficient at that iteration.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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