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.

Version: | 1.2-2 |

Depends: | R (≥ 2.14.0), methods, mvtnorm, boot, Matrix |

Suggests: | plgp |

Published: | 2014-01-15 |

Author: | Robert B. Gramacy |

Maintainer: | Robert B. Gramacy <rbgramacy at chicagobooth.edu> |

License: | LGPL-2 | LGPL-2.1 | LGPL-3 [expanded from: LGPL] |

URL: | http://faculty.chicagobooth.edu/robert.gramacy/reglogit.html |

NeedsCompilation: | yes |

Materials: | ChangeLog |

CRAN checks: | reglogit results |

Reference manual: | reglogit.pdf |

Package source: | reglogit_1.2-2.tar.gz |

MacOS X binary: | reglogit_1.2-2.tgz |

Windows binary: | reglogit_1.2-2.zip |

Old sources: | reglogit archive |