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stat.CO2021★ 3 cited
Efficient Bayesian Modeling of Binary and Categorical Data in R: The UPG Package
Gregor Zens, Sylvia Frühwirth-Schnatter, Helga Wagner
In this vignette, we introduce the UPG package for efficient Bayesian inference in probit, logit, multinomial logit and binomial logit models. UPG offers a convenient estimation fr…
stat.CO2020
Ultimate Pólya Gamma Samplers -- Efficient MCMC for possibly imbalanced binary and categorical data
Gregor Zens, Sylvia Frühwirth-Schnatter, Helga Wagner
Modeling binary and categorical data is one of the most commonly encountered tasks of applied statisticians and econometricians. While Bayesian methods in this context have been av…