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.
| Version: | 0.92.2 |
| Published: | 2013-02-05 |
| Author: | Benjamin Guedj |
| Maintainer: | Benjamin Guedj <benjamin.guedj at upmc.fr> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://www.lsta.upmc.fr/doct/guedj/index.html |
| NeedsCompilation: | no |
| Citation: | pacbpred citation info |
| In views: | Bayesian |
| CRAN checks: | pacbpred results |
| Reference manual: | pacbpred.pdf |
| Package source: | pacbpred_0.92.2.tar.gz |
| Windows binaries: | r-devel: pacbpred_0.92.2.zip, r-release: pacbpred_0.92.2.zip, r-oldrel: pacbpred_0.92.2.zip |
| macOS binaries: | r-release: pacbpred_0.92.2.tgz, r-oldrel: pacbpred_0.92.2.tgz |
| Old sources: | pacbpred archive |
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