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:Simon Boge Brant [aut, cre], Ingrid Hobæk Haff [aut]

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)

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1 exports 0.00 score 31 dependencies

Last updated 7 days agofrom:9814c5738b

Exports:fit_copula_interactions

Dependencies:ADGofTestassertthatBHbrglm2clicpp11enrichwithglueigraphkde1dlatticelifecyclemagrittrMASSMatrixmvtnormnnetnumDerivpkgconfigrandtoolboxRcppRcppEigenRcppThreadrlangrngWELLrvinecopulibstringistringrvctrsVineCopulawdm