Package: LogisticCopula 0.1.0
Simon Boge Brant
LogisticCopula: A Copula Based Extension of Logistic Regression
An implementation of a method of extending a logistic regression model beyond linear effects of the co-variates. The extension in is constructed by first equating the logistic regression model to a naive Bayes model where all the margins are specified to follow natural exponential distributions conditional on Y, that is, a model for Y given X that is specified through the distribution of X given Y, where the columns of X are assumed to be mutually independent conditional on Y. Subsequently, the model is expanded by adding vine - copulas to relax the assumption of mutual independence, where pair-copulas are added in a stage-wise, forward selection manner. Some heuristics are employed during the process of selecting edges, as well as the families of pair-copula models. After each component is added, the parameters are updated by a (smaller) number of gradient steps to maximise the likelihood. When the algorithm has stopped adding edges, based the criterion that a new edge should improve the likelihood more than k times the number new parameters, the parameters are updated with a larger number of gradient steps, or until convergence.
Authors:
LogisticCopula_0.1.0.tar.gz
LogisticCopula_0.1.0.tar.gz(r-4.5-noble)LogisticCopula_0.1.0.tar.gz(r-4.4-noble)
LogisticCopula_0.1.0.tgz(r-4.4-emscripten)LogisticCopula_0.1.0.tgz(r-4.3-emscripten)
LogisticCopula.pdf |LogisticCopula.html✨
LogisticCopula/json (API)
# Install 'LogisticCopula' in R: |
install.packages('LogisticCopula', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- Ionosphere - Example data set
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 6 months agofrom:9814c5738b. Checks:OK: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 26 2024 |
R-4.5-linux | OK | Nov 26 2024 |
Exports:fit_copula_interactions
Dependencies:ADGofTestassertthatBHbrglm2clicpp11enrichwithglueigraphkde1dlatticelifecyclemagrittrMASSMatrixmvtnormnnetnumDerivpkgconfigrandtoolboxRcppRcppEigenRcppThreadrlangrngWELLrvinecopulibstringistringrvctrsVineCopulawdm
Readme and manuals
Help Manual
Help page | Topics |
---|---|
fit_copula_interactions | fit_copula_interactions |
fit_model | fit_model |
Example data set | Ionosphere |
predict.logistic_copula | predict.logistic_copula |