R package-Bayesian Binary Probit

This R package implements the Bayesian Auxiliary variable Model for Binary Regression, It performs the Bayesian estimation of the coefficients of Binary Logistic Regression with Probit link.

It is a self-contained package with functions for Cholesky decomposition and generating samples from truncated Gaussian distribution, which are used in the Bayesian estimation algorithm. The codes for all major computations are written in C, which achieves a 40x improvement in speed.

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