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pacbpred (version 0.92.2)

PAC-Bayesian Estimation and Prediction in Sparse Additive Models.

Description

This package is intended to perform estimation and prediction in high-dimensional additive models, using a sparse PAC-Bayesian point of view and a MCMC algorithm. The method is fully described in Guedj and Alquier (2013), 'PAC-Bayesian Estimation and Prediction in Sparse Additive Models', Electronic Journal of Statistics, 7, 264--291.

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Install

install.packages('pacbpred')

Monthly Downloads

47

Version

0.92.2

License

GPL (>= 2)

Maintainer

Benjamin Guedj

Last Published

February 5th, 2013

Functions in pacbpred (0.92.2)

pacbpred

pacbpred
pacbpred-package

PAC-Bayesian Estimation and Prediction in Sparse Additive Models