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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.
| Version: | 0.1.0 |
| Depends: | R (≥ 3.5.0), brglm2 (≥ 0.9) |
| Imports: | VineCopula (≥ 2.5.0), rvinecopulib (≥ 0.6.3.1.1), igraph (≥ 2.0.3), numDeriv (≥ 8-1.1), stringr (≥ 1.5.1) |
| Published: | 2024-06-28 |
| DOI: | 10.32614/CRAN.package.LogisticCopula |
| Author: | Simon Boge Brant [aut, cre], Ingrid Hobæk Haff [aut] |
| Maintainer: | Simon Boge Brant <simbrant91 at gmail.com> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | no |
| CRAN checks: | LogisticCopula results |
| Reference manual: | LogisticCopula.pdf |
| Package source: | LogisticCopula_0.1.0.tar.gz |
| Windows binaries: | r-devel: LogisticCopula_0.1.0.zip, r-release: LogisticCopula_0.1.0.zip, r-oldrel: LogisticCopula_0.1.0.zip |
| macOS binaries: | r-release (arm64): LogisticCopula_0.1.0.tgz, r-oldrel (arm64): LogisticCopula_0.1.0.tgz, r-release (x86_64): LogisticCopula_0.1.0.tgz, r-oldrel (x86_64): LogisticCopula_0.1.0.tgz |
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