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.


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Reference manual

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install.packages("pacbpred")

0.92.2 by Benjamin Guedj, 7 years ago


http://www.lsta.upmc.fr/doct/guedj/index.html


Browse source code at https://github.com/cran/pacbpred


Authors: Benjamin Guedj


Documentation:   PDF Manual  


Task views: Bayesian Inference


GPL (>= 2) license



See at CRAN