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BoomSpikeSlab (version 1.0.0)

MCMC for Spike and Slab Regression

Description

Spike and slab regression a la McCulloch and George (1997).

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Version

Install

install.packages('BoomSpikeSlab')

Monthly Downloads

5,375

Version

1.0.0

License

LGPL-2.1 | file LICENSE

Maintainer

Steven Scott

Last Published

April 30th, 2018

Functions in BoomSpikeSlab (1.0.0)

plot.logit.spike.fit.summary

Plot Logit or Probit Fit Summary

shrinkage.regression

Shrinking Regression Coefficients

spike.slab.glm.prior

Zellner Prior for Glm's

plot.coefficients

Plot Coefficients.

spike.slab.prior.base

Base class for spike and slab priors

summary.logit.spike

Numerical summaries of the results from a spike and slab logistic regression.

plot.qreg.spike

Plot the results of a spike and slab regression.

student.spike.slab.prior

Spike and Slab Prior for Student-T Regression

poisson.spike

Spike and slab Poisson regression

poisson.zellner.prior

Zellner Prior for Poisson Regression

predict.lm.spike

Predictions using spike-and-slab regression.

probit.spike

Spike and slab probit regression

print.summary.lm.spike

Print method for spikeslab objects.

summary.lm.spike

Numerical summaries of the results from a spike and slab regression.

residuals.lm.spike

Extract lm.spike Residuals

SummarizeSpikeSlabCoefficients

Numerical summaries of coefficients from a spike and slab regression.

qreg.spike

Quantile Regression

logit.zellner.prior

Zellner Prior for Logistic Regression

make.spike.slab.prior

Create a spike and slab prior for use with lm.spike.

mlm.spike.slab.prior

Create a spike and slab prior for use with mlm.spike.

mlm.spike

Spike and slab multinomial logistic regression

independent.spike.slab.prior

A spike and slab prior assuming a priori independence.

model.matrix.glm.spike

Construct Design Matrices

independent.student.spike.slab.prior

Spike and Slab Prior for Regressions with Student T Errors

model.matrix

GetPredictorMatrix

PlotModelSize

Plot a distribution of model size

plot.poisson.spike

Plot a poisson.spike object

plot.logit.spike

Plot a logit.spike object

lm.spike

Spike and slab regression

plot.lm.spike

Plot the results of a spike and slab regression.

logit.spike

Spike and slab logistic regression

plot.logit.spike.residuals

Residual plot for logit.spike objects.

plot.marginal.inclusion.probabilities

Plot marginal inclusion probabilities.

plot.lm.spike.residuals

Residual plot for lm.spike

nested.regression

Nested Regression