Description
PolyaGamma Sampling.
Description
Tools for sampling from the PolyaGamma distribution based on Polson, Scott, and Windle (2013) <doi:10.1080/01621459.2013.829001>. Useful for logistic regression.
README.md
BayesLogit
An updated version of the R Package BayesLogit. This version reduces the package down to its core functionality: sampling from the PolyaGamma distribution. View the sampling routine documentation via ?rpg.
The original BayesLogit package source can be found here:
https://github.com/jwindle/BayesLogit-Thesis
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License
GPL (>= 3)