Estimation for MVN and Student-t Data with Monotone Missingness


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Documentation for package ‘monomvn’ version 1.9-20

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monomvn-package Estimation for Multivariate Normal and Student-t Data with Monotone Missingness
bhs Bayesian Lasso/NG, Horseshoe, and Ridge Regression
blasso Bayesian Lasso/NG, Horseshoe, and Ridge Regression
bmonomvn Bayesian Estimation for Multivariate Normal Data with Monotone Missingness
bridge Bayesian Lasso/NG, Horseshoe, and Ridge Regression
cement Hald's Cement Data
cement.miss Hald's Cement Data
default.QP Generating a default Quadratic Program for bmonomvn
Ellik.norm RMSE, Expected Log Likelihood and KL Divergence Between Two Multivariate Normal Distributions
kl.norm RMSE, Expected Log Likelihood and KL Divergence Between Two Multivariate Normal Distributions
market Financial Returns data from NYSE and AMEX
market.test Financial Returns data from NYSE and AMEX
monomvn Maximum Likelihood Estimation for Multivariate Normal Data with Monotone Missingness
monomvn.solve.QP Solve a Quadratic Program
plot.blasso Summarizing Bayesian Lasso Output
plot.monomvn Plotting bmonomvn output
plot.summary.monomvn Summarizing monomvn output
print.blasso Summarizing Bayesian Lasso Output
print.monomvn Summarizing monomvn output
print.summary.blasso Summarizing Bayesian Lasso Output
print.summary.monomvn Summarizing monomvn output
randmvn Randomly Generate a Multivariate Normal Distribution
regress Switch function for least squares and parsimonious monomvn regressions
returns Financial Returns data from NYSE and AMEX
returns.test Financial Returns data from NYSE and AMEX
rmono Randomly Impose a Monotone Missingness Pattern
rmse.muS RMSE, Expected Log Likelihood and KL Divergence Between Two Multivariate Normal Distributions
rwish Draw from the Wishart Distribution
summary.blasso Summarizing Bayesian Lasso Output
summary.monomvn Summarizing monomvn output
Wishart Draw from the Wishart Distribution