reglogit
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Software:5984584
Simulation-Based Regularized Logistic Regression
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
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>).
