[R] [R-pkgs] Bayesian Prediction with High-order Interactions

Longhai Li
2008-02-24T15:58:32Z

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

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