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.


[Package BNSP version 2.2.3 Index]