Bayesian Inference for Marketing/Micro-Econometrics


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Documentation for package ‘bayesm’ version 3.1-4

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bank Bank Card Conjoint Data
breg Posterior Draws from a Univariate Regression with Unit Error Variance
camera Conjoint Survey Data for Digital Cameras
cgetC Obtain A List of Cut-offs for Scale Usage Problems
cheese Sliced Cheese Data
clusterMix Cluster Observations Based on Indicator MCMC Draws
condMom Computes Conditional Mean/Var of One Element of MVN given All Others
createX Create X Matrix for Use in Multinomial Logit and Probit Routines
customerSat Customer Satisfaction Data
detailing Physician Detailing Data
eMixMargDen Compute Marginal Densities of A Normal Mixture Averaged over MCMC Draws
ghkvec Compute GHK approximation to Multivariate Normal Integrals
llmnl Evaluate Log Likelihood for Multinomial Logit Model
llmnp Evaluate Log Likelihood for Multinomial Probit Model
llnhlogit Evaluate Log Likelihood for non-homothetic Logit Model
lndIChisq Compute Log of Inverted Chi-Squared Density
lndIWishart Compute Log of Inverted Wishart Density
lndMvn Compute Log of Multivariate Normal Density
lndMvst Compute Log of Multivariate Student-t Density
logMargDenNR Compute Log Marginal Density Using Newton-Raftery Approx
margarine Household Panel Data on Margarine Purchases
mixDen Compute Marginal Density for Multivariate Normal Mixture
mixDenBi Compute Bivariate Marginal Density for a Normal Mixture
mnlHess Computes -Expected Hessian for Multinomial Logit
mnpProb Compute MNP Probabilities
momMix Compute Posterior Expectation of Normal Mixture Model Moments
nmat Convert Covariance Matrix to a Correlation Matrix
numEff Compute Numerical Standard Error and Relative Numerical Efficiency
orangeJuice Store-level Panel Data on Orange Juice Sales
plot.bayesm.hcoef Plot Method for Hierarchical Model Coefs
plot.bayesm.mat Plot Method for Arrays of MCMC Draws
plot.bayesm.nmix Plot Method for MCMC Draws of Normal Mixtures
rbayesBLP Bayesian Analysis of Random Coefficient Logit Models Using Aggregate Data
rbiNormGibbs Illustrate Bivariate Normal Gibbs Sampler
rbprobitGibbs Gibbs Sampler (Albert and Chib) for Binary Probit
rdirichlet Draw From Dirichlet Distribution
rDPGibbs Density Estimation with Dirichlet Process Prior and Normal Base
rhierBinLogit MCMC Algorithm for Hierarchical Binary Logit
rhierLinearMixture Gibbs Sampler for Hierarchical Linear Model with Mixture-of-Normals Heterogeneity
rhierLinearModel Gibbs Sampler for Hierarchical Linear Model with Normal Heterogeneity
rhierMnlDP MCMC Algorithm for Hierarchical Multinomial Logit with Dirichlet Process Prior Heterogeneity
rhierMnlRwMixture MCMC Algorithm for Hierarchical Multinomial Logit with Mixture-of-Normals Heterogeneity
rhierNegbinRw MCMC Algorithm for Hierarchical Negative Binomial Regression
rivDP Linear "IV" Model with DP Process Prior for Errors
rivGibbs Gibbs Sampler for Linear "IV" Model
rmixGibbs Gibbs Sampler for Normal Mixtures w/o Error Checking
rmixture Draw from Mixture of Normals
rmnlIndepMetrop MCMC Algorithm for Multinomial Logit Model
rmnpGibbs Gibbs Sampler for Multinomial Probit
rmultireg Draw from the Posterior of a Multivariate Regression
rmvpGibbs Gibbs Sampler for Multivariate Probit
rmvst Draw from Multivariate Student-t
rnegbinRw MCMC Algorithm for Negative Binomial Regression
rnmixGibbs Gibbs Sampler for Normal Mixtures
rordprobitGibbs Gibbs Sampler for Ordered Probit
rscaleUsage MCMC Algorithm for Multivariate Ordinal Data with Scale Usage Heterogeneity
rsurGibbs Gibbs Sampler for Seemingly Unrelated Regressions (SUR)
rtrun Draw from Truncated Univariate Normal
runireg IID Sampler for Univariate Regression
runiregGibbs Gibbs Sampler for Univariate Regression
rwishart Draw from Wishart and Inverted Wishart Distribution
Scotch Survey Data on Brands of Scotch Consumed
simnhlogit Simulate from Non-homothetic Logit Model
summary.bayesm.mat Summarize Mcmc Parameter Draws
summary.bayesm.nmix Summarize Draws of Normal Mixture Components
summary.bayesm.var Summarize Draws of Var-Cov Matrices
tuna Canned Tuna Sales Data