pacbpred: PAC-Bayesian Estimation and Prediction in Sparse Additive Models

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

Downloads:

Reference manual: pacbpred.pdf
Package source: pacbpred_0.92.2.tar.gz
OS X binary: pacbpred_0.92.2.tgz
Windows binary: pacbpred_0.92.2.zip
Old sources: pacbpred archive