UPG

Efficient Bayesian Algorithms for Binary and Categorical Data Regression Models

Gregor Zens, Helga Wagner, Sylvia Frühwirth-Schnatter

Last update: 4 November 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.3.1, 0.3.2, 0.2.2, 0.3.0, 0.3.3, 0.3.4

Source code repository: https://github.com/cran/UPG

Description

Efficient Bayesian implementations of probit, logit, multinomial logit and binomial logit models. Functions for plotting and tabulating the estimation output are available as well. Estimation is based on Gibbs sampling where the Markov chain Monte Carlo algorithms are based on the latent variable representations and marginal data augmentation algorithms described in "Gregor Zens, Sylvia Frühwirth-Schnatter & Helga Wagner (2023). Ultimate Pólya Gamma Samplers – Efficient MCMC for possibly imbalanced binary and categorical data, Journal of the American Statistical Association <doi:10.1080/01621459.2023.2259030>".

Cites work

Ultimate Pólya Gamma Samplers–Efficient MCMC for Possibly Imbalanced Binary and Categorical Data

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