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LaplacesDemon (version 16.1.6)

Complete Environment for Bayesian Inference

Description

Provides a complete environment for Bayesian inference using a variety of different samplers (see ?LaplacesDemon for an overview).

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Install

install.packages('LaplacesDemon')

Monthly Downloads

6,172

Version

16.1.6

License

MIT + file LICENSE

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Pull Requests

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Maintainer

Last Published

July 9th, 2021

Functions in LaplacesDemon (16.1.6)

BayesTheorem

Bayes' Theorem
ABB

Approximate Bayesian Bootstrap
BigData

Big Data
AcceptanceRate

Acceptance Rate
Blocks

Blocks
BayesFactor

Bayes Factor
BMK.Diagnostic

BMK Convergence Diagnostic
BayesianBootstrap

The Bayesian Bootstrap
CenterScale

Centering and Scaling
CSF

Cumulative Sample Function
Gelman.Diagnostic

Gelman and Rubin's MCMC Convergence Diagnostic
Heidelberger.Diagnostic

Heidelberger and Welch's MCMC Convergence Diagnostic
Hangartner.Diagnostic

Hangartner's Convergence Diagnostic
ESS

Effective Sample Size due to Autocorrelation
Elicitation

Prior Elicitation
Combine

Combine Demonoid Objects
Consort

Consort with Laplace's Demon
Geweke.Diagnostic

Geweke's Convergence Diagnostic
Gelfand.Diagnostic

Gelfand's Convergence Diagnostic
GIV

Generate Initial Values
IAT

Integrated Autocorrelation Time
LaplacesDemon-package

LaplacesDemon
KLD

Kullback-Leibler Divergence (KLD)
LaplaceApproximation

Laplace Approximation
KS.Diagnostic

Kolmogorov-Smirnov Convergence Diagnostic
Juxtapose

Juxtapose MCMC Algorithm Inefficiency
IterativeQuadrature

Iterative Quadrature
Importance

Variable Importance
LPL.interval

Lowest Posterior Loss Interval
LML

Logarithm of the Marginal Likelihood
MCSE

Monte Carlo Standard Error
Math

Math Utility Functions
Levene.Test

Levene's Test
LossMatrix

Loss Matrix
Matrices

Matrix Utility Functions
LaplacesDemon.RAM

LaplacesDemon RAM Estimate
LaplacesDemon

Laplace's Demon
MISS

Multiple Imputation Sequential Sampling
Mode

The Mode(s) of a Vector
MinnesotaPrior

Minnesota Prior
Precision

Precision
SensitivityAnalysis

Sensitivity Analysis
Stick

Truncated Stick-Breaking
PosteriorChecks

Posterior Checks
PMC

Population Monte Carlo
Model.Specification.Time

Model Specification Time
SIR

Sampling Importance Resampling
RejectionSampling

Rejection Sampling
Raftery.Diagnostic

Raftery and Lewis's diagnostic
PMC.RAM

PMC RAM Estimate
Thin

Thin
Validate

Holdout Validation
caterpillar.plot

Caterpillar Plot
burnin

Burn-in
WAIC

Widely Applicable Information Criterion
VariationalBayes

Variational Bayes
as.ppc

As Posterior Predictive Check
as.parm.names

Parameter Names
data.demonfx

Demon FX Data Set
data.demonsessions

Demon Sessions Data Set
data.demontexas

Demon Space-Time Data Set
data.demonsnacks

Demon Snacks Data Set
de.Finetti.Game

de Finetti's Game
deburn

De-Burn
data.demonchoice

Demon Choice Data Set
cond.plot

Conditional Plots
dist.HalfCauchy

Half-Cauchy Distribution
dist.Generalized.Poisson

Generalized Poisson Distribution
dist.ContinuousRelaxation

Continuous Relaxation of a Markov Random Field Distribution
dist.Categorical

Categorical Distribution
dist.Bernoulli

Bernoulli Distribution
dist.Asymmetric.Multivariate.Laplace

Asymmetric Multivariate Laplace Distribution
dist.Dirichlet

Dirichlet Distribution
dist.Generalized.Pareto

Generalized Pareto Distribution
dist.Halft

Half-t Distribution
dist.HalfNormal

Half-Normal Distribution
as.covar

Proposal Covariance
dist.Asymmetric.Log.Laplace

Asymmetric Log-Laplace Distribution
as.initial.values

Initial Values
dist.Asymmetric.Laplace

Asymmetric Laplace Distribution: Univariate
dist.Inverse.ChiSquare

(Scaled) Inverse Chi-Squared Distribution
dist.Inverse.Beta

Inverse Beta Distribution
dist.Inverse.Gamma

Inverse Gamma Distribution
dist.Inverse.Gaussian

Inverse Gaussian Distribution
dist.LASSO

LASSO Distribution
dist.Inverse.Wishart

Inverse Wishart Distribution
dist.Horseshoe

Horseshoe Distribution
dist.HuangWand

Huang-Wand Distribution
dist.Laplace

Laplace Distribution: Univariate Symmetric
dist.Log.Laplace

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

Inverse Matrix Gamma Distribution
dist.Matrix.Normal

Matrix Normal Distribution
dist.Matrix.Gamma

Matrix Gamma Distribution
dist.Multivariate.Cauchy.Precision.Cholesky

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

Inverse Wishart Distribution: Cholesky Parameterization
dist.Log.Normal.Precision

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

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

Multivariate Cauchy Distribution: Precision Parameterization
dist.Laplace.Precision

Laplace Distribution: Precision Parameterization
dist.Laplace.Mixture

Mixture of Laplace Distributions
dist.Multivariate.Laplace.Cholesky

Multivariate Laplace Distribution: Cholesky Parameterization
dist.Multivariate.Cauchy

Multivariate Cauchy Distribution
dist.Multivariate.Normal.Precision

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

Multivariate Normal Distribution: Precision-Cholesky Parameterization
dist.Multivariate.Power.Exponential.Cholesky

Multivariate Power Exponential Distribution: Cholesky Parameterization
dist.Multivariate.Normal

Multivariate Normal Distribution
dist.Multivariate.Laplace

Multivariate Laplace Distribution
dist.Multivariate.Normal.Cholesky

Multivariate Normal Distribution: Cholesky Parameterization
dist.Multivariate.Power.Exponential

Multivariate Power Exponential Distribution
dist.Multivariate.Polya

Multivariate Polya Distribution
dist.Normal.Wishart

Normal-Wishart Distribution
dist.Multivariate.t.Precision.Cholesky

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

Multivariate t Distribution
dist.Normal.Inverse.Wishart

Normal-Inverse-Wishart Distribution
dist.Normal.Mixture

Mixture of Normal Distributions
dist.Multivariate.t.Cholesky

Multivariate t Distribution: Cholesky Parameterization
dist.Normal.Variance

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

Multivariate t Distribution: Precision Parameterization
dist.Normal.Precision

Normal Distribution: Precision Parameterization
dist.Normal.Laplace

Normal-Laplace Distribution: Univariate Asymmetric
dist.Student.t.Precision

Student t Distribution: Precision Parameterization
dist.Power.Exponential

Power Exponential Distribution: Univariate Symmetric
dist.Pareto

Pareto Distribution
dist.Truncated

Truncated Distributions
dist.Wishart.Cholesky

Wishart Distribution: Cholesky Parameterization
dist.Skew.Discrete.Laplace

Skew Discrete Laplace Distribution: Univariate
dist.Scaled.Inverse.Wishart

Scaled Inverse Wishart Distribution
dist.Wishart

Wishart Distribution
is.constant

Logical Check of a Constant
dist.Skew.Laplace

Skew-Laplace Distribution: Univariate
dist.Stick

Truncated Stick-Breaking Prior Distribution
dist.Zellner

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

Yang-Berger Distribution
is.constrained

Logical Check of Constraints
interval

Constrain to Interval
dist.Student.t

Student t Distribution: Univariate
hpc_server

Server Listening
is.bayesian

Logical Check of a Bayesian Model
is.appeased

Appeased
plot.bmk

Plot Hellinger Distances
p.interval

Probability Interval
joint.density.plot

Joint Density Plot
joint.pr.plot

Joint Probability Region Plot
logit

The logit and inverse-logit functions
log-log

The log-log and complementary log-log functions
is.data

Logical Check of Data
is.model

Logical Check of a Model
is.stationary

Logical Check of Stationarity
is.class

Logical Check of Classes
is.proper

Logical Check of Propriety
plot.demonoid

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

plot.iterquad

plot.miss

Plot samples from the output of MISS
plot.iterquad.ppc

Plots of Posterior Predictive Checks
plot.importance

Plot Variable Importance
plot.demonoid.ppc

Plots of Posterior Predictive Checks
plot.pmc

Plot samples from the output of PMC
plot.juxtapose

Plot MCMC Juxtaposition
plotMatrix

Plot a Numerical Matrix
plot.vb.ppc

Plots of Posterior Predictive Checks
plot.laplace.ppc

Plots of Posterior Predictive Checks
plotSamples

Plot Samples
predict.demonoid

Posterior Predictive Checks
predict.pmc

Posterior Predictive Checks
predict.vb

Posterior Predictive Checks
print.vb

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

Print an object of class demonoid 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.heidelberger

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

Posterior Predictive Checks
predict.iterquad

Posterior Predictive Checks
plot.vb

plot.pmc.ppc

Plots of Posterior Predictive Checks
print.raftery

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

Posterior Predictive Check Summary
summary.vb.ppc

Posterior Predictive Check Summary
summary.iterquad.ppc

Posterior Predictive Check Summary
summary.demonoid.ppc

Posterior Predictive Check Summary
print.iterquad

Print an object of class iterquad to the screen.
print.laplace

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

MISS Summary
summary.laplace.ppc

Posterior Predictive Check Summary