| Name : R-LogisticCopula
| |
| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp156.1.1
| Date : 2024-09-10 03:51:46
|
| Group : Development/Libraries/Other
| Source RPM : R-LogisticCopula-0.1.0-lp156.1.1.src.rpm
|
| Size : 0.16 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : A Copula Based Extension of Logistic Regression
|
Description :
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.6/x86_64 |
