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BayesGOF (version 4.0)
Bayesian Modeling via Goodness-of-Fit
Description
A Bayesian data modeling scheme that performs four interconnected tasks: (i) characterizes the uncertainty of the elicited parametric prior; (ii) provides exploratory diagnostic for checking prior-data conflict; (iii) computes the final statistical prior density estimate; and (iv) executes macro- and micro-inference. Primary reference is Mukhopadhyay, S. and Fletcher, D. (2018, Technical Report, ).