Integrated Interface of Bayesian Single Index Models using
'nimble'
Description
Provides tools for fitting Bayesian single index models with
flexible choices of priors for both the index and the link function.
The package implements model estimation and posterior inference using
efficient MCMC algorithms built on the 'nimble' framework, allowing
users to specify, extend, and simulate models in a unified and
reproducible manner. The following methods are implemented in the
package: Antoniadis et al. (2004)
, Wang (2009)
, Choi et al. (2011)
, Dhara et al. (2019)
, McGee et al. (2023) .