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

Documentation:

Reference manual: pacbpred.pdf

Downloads:

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 (arm64): pacbpred_0.92.2.tgz, r-oldrel (arm64): pacbpred_0.92.2.tgz, r-release (x86_64): pacbpred_0.92.2.tgz, r-oldrel (x86_64): pacbpred_0.92.2.tgz
Old sources: pacbpred archive

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