[R] [R-pkgs] Bayesian Prediction with High-order Interactions
Longhai Li
longhai.li at gmail.com
Sun Feb 24 16:58:32 CET 2008
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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