Efficient C++ based R package to sample from the posterior distribution of Poisson regression models. The model specification makes use of Gaussian (or conditionally Gaussian) prior distributions on the regression coefficients.
A tutorial on how to use the package can be found here.
The package is available on CRAN. To install it, simply run
install.packages("bpr")
library(devtools)
install_github("laura-dangelo/bpr/package")
The package requires Rcpp, RcppArmadillo and the C++ library boost.
Thank you for your interest in my work! If you use this package in any of your projects, please cite the package and the related paper as:
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D’Angelo, L. (2024), 'bpr: Bayesian Poisson regression', R package, version 1.0.7, URL: https://CRAN.R-project.org/package=bpr
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D'Angelo, L. and Canale, A. (2023), 'Efficient posterior sampling for Bayesian Poisson regression', Journal of Computational and Graphical Statistics, 32(3), 917–926. doi:10.1080/10618600.2022.2123337