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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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2007-02-01
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| Series: | Journal of Statistical Software |
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| Online Access: | http://www.jstatsoft.org/v26/i01/paper |