reglogit

CRANreglogitMaRDI QIDQ5984584

Simulation-Based Regularized Logistic Regression

Robert B. Gramacy

Last update: 25 April 2023

Software version identifier: 1.0, 1.1-1, 1.1, 1.2-1, 1.2-2, 1.2-4, 1.2-5, 1.2-6, 1.2, 1.2-7

Copyright license: GNU Library General Public License, version 2.0, GNU Lesser General Public License, version 2.1, GNU Lesser General Public License, version 3.0

Description

Regularized (polychotomous) logistic regression by Gibbs sampling. The package implements subtly different MCMC schemes with varying efficiency depending on the data type (binary v. binomial, say) and the desired estimator (regularized maximum likelihood, or Bayesian maximum a posteriori/posterior mean, etc.) through a unified interface. For details, see Gramacy & Polson (2012 <doi:10.1214/12-BA719>).

Cites work

• Simulation-based Regularized Logistic Regression