Longhai Li
2008-Feb-24 15:58 UTC
[R] [R-pkgs] Bayesian Prediction with High-order Interactions
Hi Everybody, A new package called ``Bayesian Prediction with High-order Interactions'' is available from CRAN. The description of this package is as follows" "This R package is used in two situations. The first is to predict the next outcome based on the previous states of a discrete sequence. The second is to classify a discrete response based on a number of discreate covariates. In both situations, we use Bayesian logistic regression models that consider the high-order interactions. The time arising from using high-order interactions is reduced greatly by our compression technique that represents a group of original parameters as a single one in MCMC step. In this version, we use log-normal prior for the hyperparameters. When it is used for the second situation --- classification, we consider the full set of interaction patterns up to a specified order." The website of this package is http://fisher.utstat.toronto.edu/~longhai/software/BPHO/release.html -- Longhai Li, PhD Assistant Professor Department of Mathematics and Statistics University of Saskatchewan Homepage: http://math.usask.ca/~longhai _______________________________________________ R-packages mailing list R-packages at r-project.org https://stat.ethz.ch/mailman/listinfo/r-packages