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An Implementation of Bayesian Adaptive Regression Splines (BARS) in C with S and R Wrappers

BARS (DiMatteo, Genovese, and Kass 2001) uses the powerful reversible-jump MCMC engine to perform spline-based generalized nonparametric regression. It has been shown to work well in terms of having small mean-squared error in many examples (smaller than known competitors), as well as producing visu...

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Bibliografiske detaljer
Main Authors: Wallstrom, Garrick, Liebner, Jeffrey, Kass, Robert E.
Format: Artigo
Sprog:Inglês
Udgivet: 2008
Fag:
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC2748880/
https://ncbi.nlm.nih.gov/pubmed/19777145
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