reglogit (Q5984584)

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Simulation-Based Regularized Logistic Regression
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reglogit
Simulation-Based Regularized Logistic Regression

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    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>).
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    25 April 2023
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    1.0
    7 August 2011
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    1.1-1
    10 December 2012
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    1.1
    4 January 2012
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    1.2-1
    17 September 2013
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    1.2-2
    15 January 2014
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    1.2-4
    22 June 2015
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    1.2-5
    19 November 2017
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    1.2-6
    14 September 2018
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    1.2
    24 April 2013
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    1.2-7
    25 April 2023
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