| BNSP-package {BNSP} | R Documentation |
Bayesian non- and semi-parametric model fitting
Description
Markov chain Monte Carlo algorithms for non- and semi-parametric models: 1. spike-slab variable selection in multivariate mean/variance regression models with function mvrm, 2. joint mean-covariance models for multivariate longitudinal responses with function lmrm, and 3. Dirichlet process mixture models with function dpmj.
Details
| Package: | BNSP |
| Type: | Package |
| Version: | 2.2.3 |
| Date: | 2023-05-25 |
| License: | GPL (>=2) |
This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version.
This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.
For details on the GNU General Public License see http://www.gnu.org/copyleft/gpl.html or write to the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
Author(s)
Georgios Papageorgiou (2014)
Maintainer: Georgios Papageorgiou <gpapageo@gmail.com>
References
Papageorgiou, G. (2020). Bayesian semiparametric modelling of covariance matrices for multivariate longitudinal data. https://arxiv.org/abs/2012.09833
Papageorgiou, G. and Marshall, B.C. (2020). Bayesian semiparametric analysis of multivariate continuous responses, with variable selection. Journal of Computational and Graphical Statistics, 29:4, 896-909, DOI: 10.1080/10618600.2020.1739534
Papageorgiou, G. (2018). BNSP: an R Package for fitting Bayesian semiparametric regression models and variable selection. The R Journal, 10(2):526-548.
Papageorgiou, G. (2018). Bayesian density regression for discrete outcomes. Australian and New Zealand Journal of Statistics, arXiv:1603.09706v3 [stat.ME].
Papageorgiou, G., Richardson, S. and Best, N. (2015). Bayesian nonparametric models for spatially indexed data of mixed type. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 77:973-999.