LaplacesDemon (version 16.1.8)

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

8,345

Version

16.1.8

License

MIT + file LICENSE

Issues

Pull Requests

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Repository

https://github.com/LaplacesDemonR/LaplacesDemon

Maintainer

Henrik Singmann

Last Published

February 17th, 2026

Functions in LaplacesDemon (16.1.8)

Heidelberger.Diagnostic

Heidelberger and Welch's MCMC Convergence Diagnostic

Consort

Consort with Laplace's Demon

GIV

Generate Initial Values

Gelfand.Diagnostic

Gelfand's Convergence Diagnostic

Elicitation

Prior Elicitation

Combine

Combine Demonoid Objects

Hangartner.Diagnostic

Hangartner's Convergence Diagnostic

Gelman.Diagnostic

Gelman and Rubin's MCMC Convergence Diagnostic

ESS

Effective Sample Size due to Autocorrelation

Geweke.Diagnostic

Geweke's Convergence Diagnostic

IAT

Integrated Autocorrelation Time

KS.Diagnostic

Kolmogorov-Smirnov Convergence Diagnostic

Juxtapose

Juxtapose MCMC Algorithm Inefficiency

LaplacesDemon-package

tools:::Rd_package_title("LaplacesDemon")

Kullback-Leibler Divergence (KLD)

LML

Logarithm of the Marginal Likelihood

LPL.interval

Lowest Posterior Loss Interval

LaplaceApproximation

Laplace Approximation

MinnesotaPrior

Minnesota Prior

LaplacesDemon.RAM

LaplacesDemon RAM Estimate

Math

Math Utility Functions

MISS

Multiple Imputation Sequential Sampling

The Mode(s) of a Vector

Matrices

Matrix Utility Functions

MCSE

Monte Carlo Standard Error

LaplacesDemon

Laplace's Demon

SIR

Sampling Importance Resampling

Model.Specification.Time

Model Specification Time

Truncated Stick-Breaking

PMC

Population Monte Carlo

PosteriorChecks

Posterior Checks

Raftery.Diagnostic

Raftery and Lewis's diagnostic

WAIC

Widely Applicable Information Criterion

As Posterior Predictive Check

Demon Sessions Data Set

dist.Asymmetric.Log.Laplace

Asymmetric Log-Laplace Distribution

data.demontexas

Demon Space-Time Data Set

cond.plot

Conditional Plots

data.demonchoice

Demon Choice Data Set

data.demonsnacks

Demon Snacks Data Set

dist.Asymmetric.Laplace

Asymmetric Laplace Distribution: Univariate

Categorical Distribution

dist.HalfCauchy

Half-Cauchy Distribution

dist.Halft

Half-t Distribution

dist.Generalized.Pareto

Generalized Pareto Distribution

dist.Bernoulli

Bernoulli Distribution

dist.Generalized.Poisson

Generalized Poisson Distribution

dist.HalfNormal

Half-Normal Distribution

dist.ContinuousRelaxation

Continuous Relaxation of a Markov Random Field Distribution

dist.Dirichlet

Dirichlet Distribution

dist.Asymmetric.Multivariate.Laplace

Asymmetric Multivariate Laplace Distribution

dist.Inverse.Matrix.Gamma

Inverse Matrix Gamma Distribution

dist.Inverse.Gamma

Inverse Gamma Distribution

dist.Inverse.Beta

Inverse Beta Distribution

dist.Inverse.Wishart.Cholesky

Inverse Wishart Distribution: Cholesky Parameterization

dist.Inverse.Gaussian

Inverse Gaussian Distribution

dist.HuangWand

Huang-Wand Distribution

dist.Horseshoe

Horseshoe Distribution

dist.LASSO

LASSO Distribution

dist.Inverse.Wishart

Inverse Wishart Distribution

dist.Inverse.ChiSquare

(Scaled) Inverse Chi-Squared Distribution

dist.Laplace

Laplace Distribution: Univariate Symmetric

dist.Multivariate.Cauchy.Precision.Cholesky

Multivariate Cauchy Distribution: Precision-Cholesky Parameterization

dist.Laplace.Precision

Laplace Distribution: Precision Parameterization

dist.Log.Normal.Precision

Log-Normal Distribution: Precision Parameterization

dist.Matrix.Normal

Matrix Normal Distribution

dist.Log.Laplace

Log-Laplace Distribution: Univariate Symmetric

dist.Laplace.Mixture

Mixture of Laplace Distributions

dist.Multivariate.Cauchy.Cholesky

Multivariate Cauchy Distribution: Cholesky Parameterization

dist.Matrix.Gamma

Matrix Gamma Distribution

dist.Multivariate.Cauchy.Precision

Multivariate Cauchy Distribution: Precision Parameterization

dist.Multivariate.Power.Exponential.Cholesky

Multivariate Power Exponential Distribution: Cholesky Parameterization

dist.Multivariate.Cauchy

Multivariate Cauchy Distribution

dist.Multivariate.Normal.Cholesky

Multivariate Normal Distribution: Cholesky Parameterization

dist.Multivariate.Laplace

Multivariate Laplace Distribution

dist.Multivariate.Laplace.Cholesky

Multivariate Laplace Distribution: Cholesky Parameterization

dist.Multivariate.Power.Exponential

Multivariate Power Exponential Distribution

dist.Multivariate.Normal.Precision.Cholesky

Multivariate Normal Distribution: Precision-Cholesky Parameterization

dist.Multivariate.Normal.Precision

Multivariate Normal Distribution: Precision Parameterization

dist.Multivariate.Normal

Multivariate Normal Distribution

dist.Multivariate.Polya

Multivariate Polya Distribution

dist.Multivariate.t

Multivariate t Distribution

dist.Normal.Inverse.Wishart

Normal-Inverse-Wishart Distribution

dist.Normal.Precision

Normal Distribution: Precision Parameterization

dist.Normal.Laplace

Normal-Laplace Distribution: Univariate Asymmetric

dist.Normal.Variance

Normal Distribution: Variance Parameterization

dist.Multivariate.t.Precision

Multivariate t Distribution: Precision Parameterization

dist.Multivariate.t.Precision.Cholesky

Multivariate t Distribution: Precision-Cholesky Parameterization

dist.Multivariate.t.Cholesky

Multivariate t Distribution: Cholesky Parameterization

dist.Normal.Wishart

Normal-Wishart Distribution

dist.Normal.Mixture

Mixture of Normal Distributions

dist.Truncated

Truncated Distributions

dist.Pareto

Pareto Distribution

dist.Skew.Laplace

Skew-Laplace Distribution: Univariate

dist.Stick

Truncated Stick-Breaking Prior Distribution

dist.Scaled.Inverse.Wishart

Scaled Inverse Wishart Distribution

dist.Student.t.Precision

Student t Distribution: Precision Parameterization

dist.Power.Exponential

Power Exponential Distribution: Univariate Symmetric

dist.Skew.Discrete.Laplace

Skew Discrete Laplace Distribution: Univariate

dist.Student.t

Student t Distribution: Univariate

dist.Wishart.Cholesky

Wishart Distribution: Cholesky Parameterization

is.class

Logical Check of Classes

dist.Zellner

Hyperprior-g Prior and Zellner's g-Prior

interval

Constrain to Interval

is.constant

Logical Check of a Constant

dist.YangBerger

Yang-Berger Distribution

is.bayesian

Logical Check of a Bayesian Model

dist.Wishart

Wishart Distribution

is.constrained

Logical Check of Constraints

Logical Check of a Model

joint.pr.plot

Joint Probability Region Plot

joint.density.plot

Joint Density Plot

is.data

Logical Check of Data

plot.bmk

Plot Hellinger Distances

log-log

The log-log and complementary log-log functions

is.stationary

Logical Check of Stationarity

p.interval

Probability Interval

logit

The logit and inverse-logit functions

is.proper

Logical Check of Propriety

plot.demonoid

Plot samples from the output of Laplace's Demon

plot.juxtapose

Plot MCMC Juxtaposition

plot.laplace.ppc

Plots of Posterior Predictive Checks

plot.miss

Plot samples from the output of MISS

plot.iterquad.ppc

Plots of Posterior Predictive Checks

plot.laplace

Plot the output of LaplaceApproximation

plot.importance

Plot Variable Importance

plot.iterquad

Plot the output of IterativeQuadrature

plot.pmc

Plot samples from the output of PMC

plot.demonoid.ppc

Plots of Posterior Predictive Checks

predict.pmc

Posterior Predictive Checks

plotMatrix

Plot a Numerical Matrix

plot.pmc.ppc

Plots of Posterior Predictive Checks

plotSamples

Plot Samples

plot.vb.ppc

Plots of Posterior Predictive Checks

predict.iterquad

Posterior Predictive Checks

predict.laplace

Posterior Predictive Checks

plot.vb

Plot the output of VariationalBayes

predict.demonoid

Posterior Predictive Checks

predict.vb

Posterior Predictive Checks

print.iterquad

Print an object of class iterquad to the screen

print.raftery

Print an object of class raftery to the screen

print.laplace

Print an object of class laplace to the screen

print.heidelberger

Print an object of class heidelberger to the screen

print.vb

Print an object of class vb to the screen

print.pmc

Print an object of class pmc 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

summary.iterquad.ppc

Posterior Predictive Check Summary

summary.demonoid.ppc

Posterior Predictive Check Summary

summary.pmc.ppc

Posterior Predictive Check Summary

summary.laplace.ppc

Posterior Predictive Check Summary

summary.miss

MISS Summary

summary.vb.ppc

Posterior Predictive Check Summary

ABB

Approximate Bayesian Bootstrap

The Bayesian Bootstrap

Blocks

CSF

Cumulative Sample Function

CenterScale

Centering and Scaling

AcceptanceRate

Acceptance Rate

BMK.Diagnostic

BMK Convergence Diagnostic

BayesFactor

Bayes Factor