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BNSP (version 2.1.0)

BNSP-package: Bayesian non- and semi-parametric model fitting

Description

Markov chain Monte Carlo algorithms for non- and semi-parametric models: 1. Dirichlet process mixture models with function dpmj and 2. spike-slab variable selection in multivariate mean/variance regression models with function mvrm.

Arguments

Acknowledgments

This work was partly supported by the Medical Research Council grant number G09018401.

Details

Package: BNSP
Type: Package
Version: 2.1.0
Date: 2019-05-24
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.

References

Papageorgiou, G. and Marshall, B.C. (2019). Bayesian semiparametric analysis of multivariate continuous responses, with variable selection. arXiv:1905.08393 [stat.ME].

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. 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.