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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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Version

Install

install.packages('LaplacesDemon')

Monthly Downloads

8,230

Version

16.1.4

License

MIT + file LICENSE

Issues

21

Pull Requests

1

Stars

93

Forks

21

Maintainer

Henrik Singmann

Last Published

February 6th, 2020

Functions in LaplacesDemon (16.1.4)

ABB

Approximate Bayesian Bootstrap
CSF

Cumulative Sample Function
AcceptanceRate

Acceptance Rate
BMK.Diagnostic

BMK Convergence Diagnostic
BayesTheorem

Bayes' Theorem
Blocks

Blocks
CenterScale

Centering and Scaling
Combine

Combine Demonoid Objects
BigData

Big Data
BayesFactor

Bayes Factor
Gelfand.Diagnostic

Gelfand's Convergence Diagnostic
BayesianBootstrap

The Bayesian Bootstrap
Gelman.Diagnostic

Gelman and Rubin's MCMC Convergence Diagnostic
KLD

Kullback-Leibler Divergence (KLD)
LaplacesDemon-package

LaplacesDemon
Geweke.Diagnostic

Geweke's Convergence Diagnostic
LML

Logarithm of the Marginal Likelihood
KS.Diagnostic

Kolmogorov-Smirnov Convergence Diagnostic
LPL.interval

Lowest Posterior Loss Interval
Hangartner.Diagnostic

Hangartner's Convergence Diagnostic
Consort

Consort with Laplace's Demon
LaplaceApproximation

Laplace Approximation
GIV

Generate Initial Values
MCSE

Monte Carlo Standard Error
SensitivityAnalysis

Sensitivity Analysis
Matrices

Matrix Utility Functions
Stick

Truncated Stick-Breaking
Math

Math Utility Functions
ESS

Effective Sample Size due to Autocorrelation
RejectionSampling

Rejection Sampling
MinnesotaPrior

Minnesota Prior
Mode

The Mode(s) of a Vector
SIR

Sampling Importance Resampling
Juxtapose

Juxtapose MCMC Algorithm Inefficiency
burnin

Burn-in
Elicitation

Prior Elicitation
IterativeQuadrature

Iterative Quadrature
Heidelberger.Diagnostic

Heidelberger and Welch's MCMC Convergence Diagnostic
MISS

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
Levene.Test

Levene's Test
WAIC

Widely Applicable Information Criterion
Raftery.Diagnostic

Raftery and Lewis's diagnostic
Precision

Precision
LossMatrix

Loss Matrix
caterpillar.plot

Caterpillar Plot
IAT

Integrated Autocorrelation Time
cond.plot

Conditional Plots
dist.Bernoulli

Bernoulli Distribution
data.demonchoice

Demon Choice Data Set
as.covar

Proposal Covariance
PMC.RAM

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.ppc

As Posterior Predictive Check
PMC

Population Monte Carlo
LaplacesDemon.RAM

LaplacesDemon RAM Estimate
as.initial.values

Initial Values
data.demonsnacks

Demon Snacks Data Set
Importance

Variable Importance
data.demonfx

Demon FX Data Set
dist.Horseshoe

Horseshoe Distribution
dist.HuangWand

Huang-Wand Distribution
dist.HalfCauchy

Half-Cauchy Distribution
PosteriorChecks

Posterior Checks
Thin

Thin
LaplacesDemon

Laplace's Demon
as.parm.names

Parameter Names
dist.ContinuousRelaxation

Continuous Relaxation of a Markov Random Field Distribution
data.demonsessions

Demon Sessions Data Set
dist.Dirichlet

Dirichlet Distribution
dist.Matrix.Normal

Matrix Normal Distribution
dist.Generalized.Pareto

Generalized Pareto Distribution
dist.Multivariate.Normal.Precision

Multivariate Normal Distribution: Precision Parameterization
Validate

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
deburn

De-Burn
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
dist.Halft

Half-t Distribution
dist.Stick

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
dist.Zellner

Hyperprior-g Prior and Zellner's g-Prior
dist.LASSO

LASSO Distribution
dist.Multivariate.Laplace

Multivariate Laplace Distribution
hpc_server

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
dist.Pareto

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
dist.Laplace

Laplace Distribution: Univariate Symmetric
dist.Multivariate.Polya

Multivariate Polya Distribution
dist.Scaled.Inverse.Wishart

Scaled Inverse Wishart Distribution
dist.Multivariate.Normal

Multivariate Normal Distribution
p.interval

Probability Interval
dist.Multivariate.Cauchy

Multivariate Cauchy Distribution
dist.Skew.Discrete.Laplace

Skew Discrete Laplace Distribution: Univariate
plot.bmk

Plot Hellinger Distances
dist.Multivariate.t.Precision

Multivariate t Distribution: Precision Parameterization
plot.miss

Plot samples from the output of MISS
dist.Multivariate.t

Multivariate t Distribution
plot.pmc

Plot samples from the output of PMC
is.class

Logical Check of Classes
is.bayesian

Logical Check of a Bayesian Model
plot.vb.ppc

Plots of Posterior Predictive Checks
dist.Log.Laplace

Log-Laplace Distribution: Univariate Symmetric
is.appeased

Appeased
dist.Power.Exponential

Power Exponential Distribution: Univariate Symmetric
dist.Multivariate.Laplace.Cholesky

Multivariate Laplace Distribution: Cholesky Parameterization
dist.Wishart.Cholesky

Wishart Distribution: Cholesky Parameterization
interval

Constrain to Interval
plotMatrix

Plot a Numerical Matrix
dist.Truncated

Truncated Distributions
is.proper

Logical Check of Propriety
is.constant

Logical Check of a Constant
dist.Multivariate.t.Cholesky

Multivariate t Distribution: Cholesky Parameterization
is.model

Logical Check of a Model
summary.iterquad.ppc

Posterior Predictive Check Summary
joint.pr.plot

Joint Probability Region Plot
plot.demonoid

Plot samples from the output of Laplace's Demon
joint.density.plot

Joint Density Plot
is.constrained

Logical Check of Constraints
is.stationary

Logical Check of Stationarity
summary.demonoid.ppc

Posterior Predictive Check Summary
plot.iterquad.ppc

Plots of Posterior Predictive Checks
predict.pmc

Posterior Predictive Checks
plot.juxtapose

Plot MCMC Juxtaposition
predict.vb

Posterior Predictive Checks
is.data

Logical Check of Data
dist.Multivariate.t.Precision.Cholesky

Multivariate t Distribution: Precision-Cholesky Parameterization
plot.laplace

Plot the output of LaplaceApproximation
dist.Student.t.Precision

Student t Distribution: Precision Parameterization
plot.demonoid.ppc

Plots of Posterior Predictive Checks
dist.Wishart

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.demonoid

Print an object of class demonoid to the screen.
dist.Student.t

Student t Distribution: Univariate
plot.importance

Plot Variable Importance
print.heidelberger

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

Plot the output of IterativeQuadrature
logit

The logit and inverse-logit functions
summary.laplace.ppc

Posterior Predictive Check Summary
log-log

The log-log and complementary log-log functions
plotSamples

Plot Samples
summary.miss

MISS Summary
print.iterquad

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

Plot the output of VariationalBayes
print.laplace

Print an object of class laplace to the screen.
predict.demonoid

Posterior Predictive Checks
plot.pmc.ppc

Plots of Posterior Predictive Checks
print.raftery

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

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

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

Print an object of class vb to the screen.
summary.pmc.ppc

Posterior Predictive Check Summary
summary.vb.ppc

Posterior Predictive Check Summary