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UPG

Efficient Bayesian Algorithms for Binary and Categorical Data Regression Models

v0.3.5 · Nov 10, 2024 · GPL-3

Description

Efficient Bayesian implementations of probit, logit, multinomial logit and binomial logit models. Functions for plotting and tabulating the estimation output are available as well. Estimation is based on Gibbs sampling where the Markov chain Monte Carlo algorithms are based on the latent variable representations and marginal data augmentation algorithms described in "Gregor Zens, Sylvia Frühwirth-Schnatter & Helga Wagner (2023). Ultimate Pólya Gamma Samplers – Efficient MCMC for possibly imbalanced binary and categorical data, Journal of the American Statistical Association <doi:10.1080/01621459.2023.2259030>".

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

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Dependency Network

Dependencies Reverse dependencies ggplot2 knitr matrixStats mnormt pgdraw reshape2 coda truncnorm UPG

Version History

8 tracked
new 0.3.5 Mar 10, 2026
updated 0.3.5 ← 0.3.4 diff Nov 9, 2024
updated 0.3.4 ← 0.3.3 diff Nov 3, 2023
updated 0.3.3 ← 0.3.2 diff Aug 6, 2023
updated 0.3.2 ← 0.3.1 diff Apr 27, 2023
updated 0.3.1 ← 0.3.0 diff Aug 4, 2022
updated 0.3.0 ← 0.2.2 diff Jun 20, 2022
new 0.2.2 Jan 6, 2021