BayesLogit

Logistic Regression


Keywords
bayesian, polya-gamma, r, rstats
License
CNRI-Python-GPL-Compatible

Documentation

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BayesLogit R package

Perform posterior simulation for binomial and multinomial logistic regression using the Polya-Gamma latent variable technique. This method is fully automatic, exact, and fast. A routine to efficiently sample from the Polya-Gamma class of distributions is included.

Installation

You can install BayesLogit from CRAN using:

install.packages("BayesLogit")

Or, you can be on the cutting-edge development version on GitHub using:

if(!requireNamespace("devtools")) install.packages("devtools")
devtools::install_github("tmsalab/BayesLogit")

Usage

To use the BayesLogit package, load it into R using:

library("BayesLogit")

Authors

Nicholas G. Polson, James G. Scott, and Jesse Windle

Fixes to relist on CRAN: James Joseph Balamuta

License

GPL (>= 3)