Simulation-based regularized logistic regression (reglogit R package)


reglogit is an R package for regularized logistic regression by Gibbs sampling. The package implements subtly different MCMC schemes with varying efficiency depending on the data type (binary v. binomial, say) and the desired estimator (regularized maximum likelihood, or Bayesian maximum a posteriori/posterior mean, etc.) through a unified interface.

New: the latest version supports

This software is licensed under the GNU Lesser Public License (LGPL), version 2 or later.

Obtaining reglogit



Please send questions and comments to rbgramacy_AT (_chicagobooth_DOT_edu). Enjoy!

Robert B. Gramacy -- 2013

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