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.
Keywords for this software
References in zbMATH (referenced in 5 articles , 1 standard article )
Showing results 1 to 5 of 5.
- Storlie, Curtis; Anderson, Blake; Vander Wiel, Scott; Quist, Daniel; Hash, Curtis; Brown, Nathan: Stochastic identification of malware with dynamic traces (2014)
- Gramacy, Robert B.; Taddy, Matt; Wild, Stefan M.: Variable selection and sensitivity analysis using dynamic trees, with an application to computer code performance tuning (2013)
- Polson, N.G.; Scott, J.G.: Data augmentation for non-Gaussian regression models using variance-mean mixtures (2013)
- Taddy, Matt: Multinomial inverse regression for text analysis (2013)
- Gramacy, Robert B.; Polson, Nicholas G.: Simulation-based regularized logistic regression (2012)