Simulation-Based Regularized Logistic Regression
Description
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 ).