Package: sdPrior 1.0-0

sdPrior: Scale-Dependent Hyperpriors in Structured Additive Distributional Regression

Utility functions for scale-dependent and alternative hyperpriors. The distribution parameters may capture location, scale, shape, etc. and every parameter may depend on complex additive terms (fixed, random, smooth, spatial, etc.) similar to a generalized additive model. Hyperpriors for all effects can be elicitated within the package. Including complex tensor product interaction terms and variable selection priors. The basic model is explained in in Klein and Kneib (2016) <doi:10.1214/15-BA983>.

Authors:Nadja Klein [aut, cre]

sdPrior_1.0-0.tar.gz
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sdPrior.pdf |sdPrior.html
sdPrior/json (API)

# Install 'sdPrior' in R:
install.packages('sdPrior', repos = c('https://k-nadja.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

19 exports 0.00 score 27 dependencies 14 scripts 207 downloads

Last updated 6 years agofrom:41ab41a69f. Checks:OK: 3 NOTE: 4. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 14 2024
R-4.5-winNOTESep 14 2024
R-4.5-linuxNOTESep 14 2024
R-4.4-winNOTESep 14 2024
R-4.4-macNOTESep 14 2024
R-4.3-winOKSep 14 2024
R-4.3-macOKSep 14 2024

Exports:dapprox_unifDesignMget_thetaget_theta_aunifget_theta_gaget_theta_gbpget_theta_igget_theta_linearhyperparhyperpar_modhyperparlinmdbetamdf_aunifmdf_gamdf_gbpmdf_igmdf_sdpapprox_unifrapprox_unif

Dependencies:bootcodetoolscontfraccubatureDBIdeSolvedoParallelellipticforeachGB2hypergeoiteratorslaekenlatticeMASSMatrixmgcvminqamitoolsmvtnormnlmenumDerivpsclRcppRcppArmadillosurveysurvival

Readme and manuals

Help Manual

Help pageTopics
Compute Density Function of Approximated (Differentiably) Uniform Distribution.dapprox_unif
Computing Designmatrix for SplinesDesignM
Find Scale Parameter for (Scale Dependent) Hyperpriorget_theta
Find Scale Parameter for Hyperprior for Variances Where the Standard Deviations have an Approximated (Differentiably) Uniform Distribution.get_theta_aunif
Find Scale Parameter for Gamma (Half-Normal) Hyperpriorget_theta_ga
Find Scale Parameter for Generalised Beta Prime (Half-Cauchy) Hyperpriorget_theta_gbp
Find Scale Parameter for Inverse Gamma Hyperpriorget_theta_ig
Find Scale Parameter for Inverse Gamma Hyperprior of Linear Effects with Spike and Slab Priorget_theta_linear
Find Scale Parameters for Inverse Gamma Hyperprior of Nonlinear Effects with Spike and Slab Prior (Simulation-based)hyperpar
Find Scale Parameter for modular regressionhyperpar_mod
Find Scale Parameter for Inverse Gamma Hyperprior of Linear Effects with Spike and Slab Priorhyperparlin
Marginal Density of betamdbeta
Marginal Density for Given Scale Parameter and Approximated Uniform Prior for taumdf_aunif
Marginal Density for Given Scale Parameter and Half-Normal Prior for taumdf_ga
Marginal Density for Given Scale Parameter and Half-Cauchy Prior for taumdf_gbp
Marginal Density for Given Scale Parameter and Inverse Gamma Prior for tau^2mdf_ig
Marginal Density for Given Scale Parameter and Scale-Dependent Prior for tau^2mdf_sd
Compute Cumulative Distribution Function of Approximated (Differentiably) Uniform Distribution.papprox_unif
Draw Random Numbers from Approximated (Differentiably) Uniform Distribution.rapprox_unif
Prior precision matrix for spatial variable in Zambia data setzambia_graph
Malnutrition in Zambiazambia_height92