LogisticCopula: A Copula Based Extension of Logistic Regression

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

Documentation:

Reference manual: LogisticCopula.pdf

Downloads:

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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