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LaplacesDemon (version 16.1.0)

Complete Environment for Bayesian Inference

Description

Provides a complete environment for Bayesian inference using a variety of different samplers (see ?LaplacesDemon for an overview). The README describes the history of the package development process.

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Version

Install

install.packages('LaplacesDemon')

Monthly Downloads

13,779

Version

16.1.0

License

MIT + file LICENSE

Issues

23

Pull Requests

2

Stars

97

Forks

22

Maintainer

Henrik Singmann

Last Published

December 19th, 2017

Functions in LaplacesDemon (16.1.0)

BayesianBootstrap

The Bayesian Bootstrap
CenterScale

Centering and Scaling
BigData

Big Data
CSF

Cumulative Sample Function
Blocks

Blocks
ABB

Approximate Bayesian Bootstrap
AcceptanceRate

Acceptance Rate
GIV

Generate Initial Values
BayesTheorem

Bayes' Theorem
Gelfand.Diagnostic

Gelfand's Convergence Diagnostic
BMK.Diagnostic

BMK Convergence Diagnostic
BayesFactor

Bayes Factor
Heidelberger.Diagnostic

Heidelberger and Welch's MCMC Convergence Diagnostic
Gelman.Diagnostic

Gelman and Rubin's MCMC Convergence Diagnostic
Hangartner.Diagnostic

Hangartner's Convergence Diagnostic
ESS

Effective Sample Size due to Autocorrelation
Elicitation

Prior Elicitation
Geweke.Diagnostic

Geweke's Convergence Diagnostic
Combine

Combine Demonoid Objects
Consort

Consort with Laplace's Demon
KLD

Kullback-Leibler Divergence (KLD)
KS.Diagnostic

Kolmogorov-Smirnov Convergence Diagnostic
IterativeQuadrature

Iterative Quadrature
IAT

Integrated Autocorrelation Time
Juxtapose

Juxtapose MCMC Algorithm Inefficiency
Importance

Variable Importance
LML

Logarithm of the Marginal Likelihood
LPL.interval

Lowest Posterior Loss Interval
LaplacesDemon-package

The LaplacesDemon Package
LaplaceApproximation

Laplace Approximation
Levene.Test

Levene's Test
LaplacesDemon

Laplace's Demon
LossMatrix

Loss Matrix
LaplacesDemon.RAM

LaplacesDemon RAM Estimate
MCSE

Monte Carlo Standard Error
MISS

Multiple Imputation Sequential Sampling
MinnesotaPrior

Minnesota Prior
Mode

The Mode(s) of a Vector
RejectionSampling

Rejection Sampling
SIR

Sampling Importance Resampling
Math

Math Utility Functions
Raftery.Diagnostic

Raftery and Lewis's diagnostic
Matrices

Matrix Utility Functions
SensitivityAnalysis

Sensitivity Analysis
PMC

Population Monte Carlo
Precision

Precision
Model.Specification.Time

Model Specification Time
Thin

Thin
PMC.RAM

PMC RAM Estimate
Validate

Holdout Validation
PosteriorChecks

Posterior Checks
VariationalBayes

Variational Bayes
WAIC

Widely Applicable Information Criterion
Stick

Truncated Stick-Breaking
as.initial.values

Initial Values
burnin

Burn-in
caterpillar.plot

Caterpillar Plot
dist.Asymmetric.Laplace

Asymmetric Laplace Distribution: Univariate
as.parm.names

Parameter Names
cond.plot

Conditional Plots
as.ppc

As Posterior Predictive Check
data.demonchoice

Demon Choice Data Set
data.demonsnacks

Demon Snacks Data Set
as.covar

Proposal Covariance
data.demontexas

Demon Space-Time Data Set
de.Finetti.Game

de Finetti's Game
dist.Asymmetric.Log.Laplace

Asymmetric Log-Laplace Distribution
dist.Asymmetric.Multivariate.Laplace

Asymmetric Multivariate Laplace Distribution
deburn

De-Burn
dist.Bernoulli

Bernoulli Distribution
data.demonfx

Demon FX Data Set
dist.Generalized.Poisson

Generalized Poisson Distribution
dist.HalfCauchy

Half-Cauchy Distribution
data.demonsessions

Demon Sessions Data Set
dist.Inverse.Beta

Inverse Beta Distribution
dist.Categorical

Categorical Distribution
dist.Inverse.ChiSquare

(Scaled) Inverse Chi-Squared Distribution
dist.HalfNormal

Half-Normal Distribution
dist.ContinuousRelaxation

Continuous Relaxation of a Markov Random Field Distribution
dist.Halft

Half-t Distribution
dist.Inverse.Wishart

Inverse Wishart Distribution
dist.Inverse.Gamma

Inverse Gamma Distribution
dist.Inverse.Gaussian

Inverse Gaussian Distribution
dist.LASSO

LASSO Distribution
dist.Laplace

Laplace Distribution: Univariate Symmetric
dist.Inverse.Matrix.Gamma

Inverse Matrix Gamma Distribution
dist.Log.Laplace

Log-Laplace Distribution: Univariate Symmetric
dist.Matrix.Normal

Matrix Normal Distribution
dist.Inverse.Wishart.Cholesky

Inverse Wishart Distribution: Cholesky Parameterization
dist.Multivariate.Cauchy.Cholesky

Multivariate Cauchy Distribution: Cholesky Parameterization
dist.Multivariate.Laplace

Multivariate Laplace Distribution
dist.Log.Normal.Precision

Log-Normal Distribution: Precision Parameterization
dist.Multivariate.Normal.Cholesky

Multivariate Normal Distribution: Cholesky Parameterization
dist.Matrix.Gamma

Matrix Gamma Distribution
dist.Multivariate.Cauchy

Multivariate Cauchy Distribution
dist.Multivariate.Laplace.Cholesky

Multivariate Laplace Distribution: Cholesky Parameterization
dist.Multivariate.Cauchy.Precision.Cholesky

Multivariate Cauchy Distribution: Precision-Cholesky Parameterization
dist.Multivariate.Cauchy.Precision

Multivariate Cauchy Distribution: Precision Parameterization
dist.Normal.Inverse.Wishart

Normal-Inverse-Wishart Distribution
dist.Normal.Laplace

Normal-Laplace Distribution: Univariate Asymmetric
dist.Dirichlet

Dirichlet Distribution
dist.Generalized.Pareto

Generalized Pareto Distribution
dist.Multivariate.Power.Exponential.Cholesky

Multivariate Power Exponential Distribution: Cholesky Parameterization
dist.Horseshoe

Horseshoe Distribution
dist.Multivariate.Power.Exponential

Multivariate Power Exponential Distribution
dist.HuangWand

Huang-Wand Distribution
dist.Normal.Variance

Normal Distribution: Variance Parameterization
dist.Normal.Wishart

Normal-Wishart Distribution
dist.Laplace.Mixture

Mixture of Laplace Distributions
dist.Skew.Laplace

Skew-Laplace Distribution: Univariate
dist.Multivariate.Normal

Multivariate Normal Distribution
dist.Stick

Truncated Stick-Breaking Prior Distribution
dist.Multivariate.Polya

Multivariate Polya Distribution
dist.Laplace.Precision

Laplace Distribution: Precision Parameterization
dist.Multivariate.Normal.Precision.Cholesky

Multivariate Normal Distribution: Precision-Cholesky Parameterization
dist.Multivariate.t.Precision

Multivariate t Distribution: Precision Parameterization
dist.Multivariate.Normal.Precision

Multivariate Normal Distribution: Precision Parameterization
dist.Multivariate.t.Cholesky

Multivariate t Distribution: Cholesky Parameterization
dist.Multivariate.t

Multivariate t Distribution
dist.Multivariate.t.Precision.Cholesky

Multivariate t Distribution: Precision-Cholesky Parameterization
dist.Normal.Mixture

Mixture of Normal Distributions
dist.Truncated

Truncated Distributions
dist.Normal.Precision

Normal Distribution: Precision Parameterization
is.constant

Logical Check of a Constant
is.constrained

Logical Check of Constraints
dist.Pareto

Pareto Distribution
dist.Wishart.Cholesky

Wishart Distribution: Cholesky Parameterization
dist.Power.Exponential

Power Exponential Distribution: Univariate Symmetric
joint.density.plot

Joint Density Plot
joint.pr.plot

Joint Probability Region Plot
interval

Constrain to Interval
dist.Wishart

Wishart Distribution
dist.YangBerger

Yang-Berger Distribution
is.appeased

Appeased
is.data

Logical Check of Data
p.interval

Probability Interval
is.model

Logical Check of a Model
dist.Scaled.Inverse.Wishart

Scaled Inverse Wishart Distribution
plot.bmk

Plot Hellinger Distances
is.bayesian

Logical Check of a Bayesian Model
dist.Student.t.Precision

Student t Distribution: Precision Parameterization
is.class

Logical Check of Classes
is.proper

Logical Check of Propriety
dist.Student.t

Student t Distribution: Univariate
is.stationary

Logical Check of Stationarity
dist.Zellner

Hyperprior-g Prior and Zellner's g-Prior
plot.iterquad.ppc

Plots of Posterior Predictive Checks
plot.juxtapose

Plot MCMC Juxtaposition
hpc_server

Server Listening
dist.Skew.Discrete.Laplace

Skew Discrete Laplace Distribution: Univariate
log-log

The log-log and complementary log-log functions
plotSamples

Plot Samples
predict.demonoid

Posterior Predictive Checks
logit

The logit and inverse-logit functions
print.miss

Print an object of class miss to the screen.
plot.demonoid

Plot samples from the output of Laplace's Demon
print.pmc

Print an object of class pmc to the screen.
print.demonoid

Print an object of class demonoid to the screen.
plot.demonoid.ppc

Plots of Posterior Predictive Checks
print.heidelberger

Print an object of class heidelberger to the screen.
plot.importance

Plot Variable Importance
plot.vb.ppc

Plots of Posterior Predictive Checks
plot.iterquad

Plot the output of IterativeQuadrature
plotMatrix

Plot a Numerical Matrix
plot.pmc.ppc

Plots of Posterior Predictive Checks
plot.vb

Plot the output of VariationalBayes
plot.miss

Plot samples from the output of MISS
summary.pmc.ppc

Posterior Predictive Check Summary
plot.pmc

Plot samples from the output of PMC
summary.vb.ppc

Posterior Predictive Check Summary
plot.laplace

Plot the output of LaplaceApproximation
print.iterquad

Print an object of class iterquad to the screen.
plot.laplace.ppc

Plots of Posterior Predictive Checks
print.laplace

Print an object of class laplace to the screen.
summary.laplace.ppc

Posterior Predictive Check Summary
predict.pmc

Posterior Predictive Checks
summary.miss

MISS Summary
predict.vb

Posterior Predictive Checks
predict.laplace

Posterior Predictive Checks
print.raftery

Print an object of class raftery to the screen.
print.vb

Print an object of class vb to the screen.
predict.iterquad

Posterior Predictive Checks
summary.demonoid.ppc

Posterior Predictive Check Summary
summary.iterquad.ppc

Posterior Predictive Check Summary