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 |