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

From: Longhai Li <longhai.li_at_gmail.com>
Date: Sun, 24 Feb 2008 09:58:32 -0600


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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Received on Mon 25 Feb 2008 - 05:35:58 EST

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