Package: HTLR 1.0

Steven Liu
HTLR: Bayesian Logistic Regression with Heavy-Tailed Priors
Efficient Bayesian multinomial logistic regression based on heavy-tailed (hyper-LASSO, non-convex) priors. The posterior of coefficients and hyper-parameters is sampled with restricted Gibbs sampling for leveraging the high-dimensionality and Hamiltonian Monte Carlo for handling the high-correlation among coefficients. A detailed description of the method: Li and Yao (2018), Journal of Statistical Computation and Simulation, 88:14, 2827-2851, <doi:10.48550/arXiv.1405.3319>.
Authors:
HTLR_1.0.tar.gz
HTLR_1.0.tar.gz(r-4.7-arm64)HTLR_1.0.tar.gz(r-4.7-x86_64)HTLR_1.0.tar.gz(r-4.6-arm64)HTLR_1.0.tar.gz(r-4.6-x86_64)
HTLR_1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
HTLR/json (API)
NEWS
| # Install 'HTLR' in R: |
| install.packages('HTLR', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/longhaisk/htlr/issues
Pkgdown/docs site:https://longhaisk.github.io
- colon - Colon Tissues
- diabetes392 - Pima Indians Diabetes
Last updated from:c75899d67c. Checks:6 OK. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 168 | ||
| linux-devel-x86_64 | OK | 162 | ||
| source / vignettes | OK | 435 | ||
| linux-release-arm64 | OK | 194 | ||
| linux-release-x86_64 | OK | 170 | ||
| wasm-release | OK | 144 |
Exports:%>%bcbcsf_deltasevaluate_predgendata_FAMgendata_MLRhtlrhtlr_fithtlr_predicthtlr_priorlasso_deltasnzero_idxorder_ftestorder_kruskalorder_plainsplit_datastd
Dependencies:abindBCBCSFcodetoolsforeachglmnetiteratorslatticemagrittrMatrixRcppRcppArmadilloRcppEigenshapesurvival
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Create a Matrix of Markov Chain Samples | as.matrix.htlr.fit |
| Colon Tissues | colon |
| Pima Indians Diabetes | diabetes392 |
| Evaluate Prediction Results | evaluate_pred |
| Generate Simulated Data with Factor Analysis Model | gendata_FAM |
| Generate Simulated Data with Multinomial Logistic Regression Model | gendata_MLR |
| Fit a HTLR Model | htlr |
| Generate Prior Configuration | htlr_prior |
| Get Indices of Non-Zero Coefficients | nzero_idx |
| Make Prediction on New Data | predict.htlr.fit |
| Split Data into Train and Test Partitions | split_data |
| Standardizes a Design Matrix | std |
| Posterior Summaries | summary.htlr.fit |