Package: reglogit 1.2-7

reglogit: Simulation-Based Regularized Logistic Regression

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>).

Authors:Robert B. Gramacy <[email protected]>

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reglogit.pdf |reglogit.html
reglogit/json (API)

# Install 'reglogit' in R:
install.packages('reglogit', repos = c('https://rbgramacy.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openmp– GCC OpenMP (GOMP) support library
Datasets:
  • pima - Pima Indian Data

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openmp

1.00 score 4 scripts 194 downloads 19 exports 4 dependencies

Last updated 2 years agofrom:2d19b31353. Checks:1 OK, 8 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKJan 20 2025
R-4.5-win-x86_64NOTEJan 20 2025
R-4.5-linux-x86_64NOTEJan 20 2025
R-4.4-win-x86_64NOTEJan 20 2025
R-4.4-mac-x86_64NOTEJan 20 2025
R-4.4-mac-aarch64NOTEJan 20 2025
R-4.3-win-x86_64NOTEJan 20 2025
R-4.3-mac-x86_64NOTEJan 20 2025
R-4.3-mac-aarch64NOTEJan 20 2025

Exports:beta.dRUMcalc.Cscalc.lpostcalc.mlpostdraw.betadraw.lambdadraw.nudraw.omegadraw.zgibbs.dRUMmpreprocessmy.rinvgausspredict.reglogitpredict.regmlogitpreprocessreglogitregmlogitrmultnormz.dRUM

Dependencies:bootlatticeMatrixmvtnorm