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LaplacesDemon (version 16.1.4)

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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Install

install.packages('LaplacesDemon')

Monthly Downloads

8,345

Version

16.1.4

License

MIT + file LICENSE

Issues

Pull Requests

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Repository

https://github.com/LaplacesDemonR/LaplacesDemon

Maintainer

Henrik Singmann

Last Published

February 6th, 2020

Functions in LaplacesDemon (16.1.4)

Approximate Bayesian Bootstrap

Cumulative Sample Function

Acceptance Rate

BMK Convergence Diagnostic

Centering and Scaling

Combine Demonoid Objects

Gelfand.Diagnostic

Gelfand's Convergence Diagnostic

BayesianBootstrap

The Bayesian Bootstrap

Gelman.Diagnostic

Gelman and Rubin's MCMC Convergence Diagnostic

Kullback-Leibler Divergence (KLD)

LaplacesDemon-package

Geweke.Diagnostic

Geweke's Convergence Diagnostic

Logarithm of the Marginal Likelihood

Kolmogorov-Smirnov Convergence Diagnostic

Lowest Posterior Loss Interval

Hangartner.Diagnostic

Hangartner's Convergence Diagnostic

Consort with Laplace's Demon

LaplaceApproximation

Laplace Approximation

Generate Initial Values

Monte Carlo Standard Error

SensitivityAnalysis

Sensitivity Analysis

Matrix Utility Functions

Truncated Stick-Breaking

Math Utility Functions

Effective Sample Size due to Autocorrelation

RejectionSampling

Rejection Sampling

Minnesota Prior

The Mode(s) of a Vector

Sampling Importance Resampling

Juxtapose MCMC Algorithm Inefficiency

Prior Elicitation

IterativeQuadrature

Iterative Quadrature

Heidelberger.Diagnostic

Heidelberger and Welch's MCMC Convergence Diagnostic

Multiple Imputation Sequential Sampling

dist.Asymmetric.Laplace

Asymmetric Laplace Distribution: Univariate

VariationalBayes

Variational Bayes

Model.Specification.Time

Model Specification Time

dist.Asymmetric.Multivariate.Laplace

Asymmetric Multivariate Laplace Distribution

Widely Applicable Information Criterion

Raftery.Diagnostic

Raftery and Lewis's diagnostic

caterpillar.plot

Caterpillar Plot

Integrated Autocorrelation Time

Conditional Plots

Bernoulli Distribution

data.demonchoice

Demon Choice Data Set

Proposal Covariance

PMC RAM Estimate

dist.Generalized.Poisson

Generalized Poisson Distribution

data.demontexas

Demon Space-Time Data Set

dist.Categorical

Categorical Distribution

dist.Asymmetric.Log.Laplace

Asymmetric Log-Laplace Distribution

As Posterior Predictive Check

Population Monte Carlo

LaplacesDemon.RAM

LaplacesDemon RAM Estimate

as.initial.values

data.demonsnacks

Demon Snacks Data Set

Variable Importance

Demon FX Data Set

Horseshoe Distribution

Huang-Wand Distribution

dist.HalfCauchy

Half-Cauchy Distribution

PosteriorChecks

Posterior Checks

Laplace's Demon

Parameter Names

dist.ContinuousRelaxation

Continuous Relaxation of a Markov Random Field Distribution

data.demonsessions

Demon Sessions Data Set

Dirichlet Distribution

dist.Matrix.Normal

Matrix Normal Distribution

dist.Generalized.Pareto

Generalized Pareto Distribution

dist.Multivariate.Normal.Precision

Multivariate Normal Distribution: Precision Parameterization

Holdout Validation

dist.Multivariate.Normal.Precision.Cholesky

Multivariate Normal Distribution: Precision-Cholesky Parameterization

de.Finetti.Game

de Finetti's Game

dist.Normal.Wishart

Normal-Wishart Distribution

dist.HalfNormal

Half-Normal Distribution

dist.Normal.Variance

Normal Distribution: Variance Parameterization

dist.Multivariate.Cauchy.Cholesky

Multivariate Cauchy Distribution: Cholesky Parameterization

dist.Inverse.Wishart

Inverse Wishart Distribution

dist.Inverse.ChiSquare

(Scaled) Inverse Chi-Squared Distribution

dist.Skew.Laplace

Skew-Laplace Distribution: Univariate

dist.Multivariate.Cauchy.Precision.Cholesky

Multivariate Cauchy Distribution: Precision-Cholesky Parameterization

dist.Inverse.Matrix.Gamma

Inverse Matrix Gamma Distribution

dist.Inverse.Gamma

Inverse Gamma Distribution

Half-t Distribution

Truncated Stick-Breaking Prior Distribution

dist.Inverse.Beta

Inverse Beta Distribution

dist.Inverse.Wishart.Cholesky

Inverse Wishart Distribution: Cholesky Parameterization

dist.Laplace.Precision

Laplace Distribution: Precision Parameterization

dist.Inverse.Gaussian

Inverse Gaussian Distribution

dist.Normal.Precision

Normal Distribution: Precision Parameterization

dist.Log.Normal.Precision

Log-Normal Distribution: Precision Parameterization

dist.Multivariate.Power.Exponential.Cholesky

Multivariate Power Exponential Distribution: Cholesky Parameterization

dist.Multivariate.Power.Exponential

Multivariate Power Exponential Distribution

Hyperprior-g Prior and Zellner's g-Prior

LASSO Distribution

dist.Multivariate.Laplace

Multivariate Laplace Distribution

Server Listening

dist.Laplace.Mixture

Mixture of Laplace Distributions

dist.Normal.Mixture

Mixture of Normal Distributions

dist.Normal.Inverse.Wishart

Normal-Inverse-Wishart Distribution

dist.Multivariate.Normal.Cholesky

Multivariate Normal Distribution: Cholesky Parameterization

Pareto Distribution

dist.Multivariate.Cauchy.Precision

Multivariate Cauchy Distribution: Precision Parameterization

dist.Matrix.Gamma

Matrix Gamma Distribution

dist.Normal.Laplace

Normal-Laplace Distribution: Univariate Asymmetric

Laplace Distribution: Univariate Symmetric

dist.Multivariate.Polya

Multivariate Polya Distribution

dist.Scaled.Inverse.Wishart

Scaled Inverse Wishart Distribution

dist.Multivariate.Normal

Multivariate Normal Distribution

Probability Interval

dist.Multivariate.Cauchy

Multivariate Cauchy Distribution

dist.Skew.Discrete.Laplace

Skew Discrete Laplace Distribution: Univariate

Plot Hellinger Distances

dist.Multivariate.t.Precision

Multivariate t Distribution: Precision Parameterization

Plot samples from the output of MISS

dist.Multivariate.t

Multivariate t Distribution

Plot samples from the output of PMC

Logical Check of Classes

Logical Check of a Bayesian Model

Plots of Posterior Predictive Checks

dist.Log.Laplace

Log-Laplace Distribution: Univariate Symmetric

dist.Power.Exponential

Power Exponential Distribution: Univariate Symmetric

dist.Multivariate.Laplace.Cholesky

Multivariate Laplace Distribution: Cholesky Parameterization

dist.Wishart.Cholesky

Wishart Distribution: Cholesky Parameterization

Constrain to Interval

Plot a Numerical Matrix

Truncated Distributions

Logical Check of Propriety

Logical Check of a Constant

dist.Multivariate.t.Cholesky

Multivariate t Distribution: Cholesky Parameterization

Logical Check of a Model

summary.iterquad.ppc

Posterior Predictive Check Summary

Joint Probability Region Plot

Plot samples from the output of Laplace's Demon

joint.density.plot

Joint Density Plot

Logical Check of Constraints

Logical Check of Stationarity

summary.demonoid.ppc

Posterior Predictive Check Summary

plot.iterquad.ppc

Plots of Posterior Predictive Checks

Posterior Predictive Checks

Plot MCMC Juxtaposition

Posterior Predictive Checks

Logical Check of Data

dist.Multivariate.t.Precision.Cholesky

Multivariate t Distribution: Precision-Cholesky Parameterization

Plot the output of LaplaceApproximation

dist.Student.t.Precision

Student t Distribution: Precision Parameterization

plot.demonoid.ppc

Plots of Posterior Predictive Checks

Wishart Distribution

dist.YangBerger

Yang-Berger Distribution

plot.laplace.ppc

Plots of Posterior Predictive Checks

predict.iterquad

Posterior Predictive Checks

predict.laplace

Posterior Predictive Checks

Print an object of class demonoid to the screen.

Student t Distribution: Univariate

plot.importance

Plot Variable Importance

print.heidelberger

Print an object of class heidelberger to the screen.

Plot the output of IterativeQuadrature

The logit and inverse-logit functions

summary.laplace.ppc

Posterior Predictive Check Summary

The log-log and complementary log-log functions

Print an object of class iterquad to the screen.

Plot the output of VariationalBayes

Print an object of class laplace to the screen.

predict.demonoid

Posterior Predictive Checks

Plots of Posterior Predictive Checks

Print an object of class raftery to the screen.

Print an object of class miss to the screen.

Print an object of class pmc to the screen.

Print an object of class vb to the screen.

summary.pmc.ppc

Posterior Predictive Check Summary

Posterior Predictive Check Summary