bayesGAMfit-class

bayesGAMfit

show,bayesGAMfit-method

Object of type <code>bayesGAMfit</code> which stores the results from <code>rstan</code>, design matrices, and other data for the model.

object

Returns object generated from model fit by <code>bayesGAM</code>

The 'bayesGAM' package is designed to provide a user friendly option to fit univariate and multivariate response Generalized Additive Models (GAM) using Hamiltonian Monte Carlo (HMC) with few technical burdens. The functions in this package use 'rstan' (Stan Development Team 2020) to call 'Stan' routines that run the HMC simulations. The 'Stan' code for these models is already pre-compiled for the user. The programming formulation for models in 'bayesGAM' is designed to be familiar to analysts who fit statistical models in 'R'.
Carpenter, B., Gelman, A., Hoffman, M. D., Lee, D., Goodrich, B., Betancourt, M., ... & Riddell, A. (2017). Stan: A probabilistic programming language. Journal of statistical software, 76(1).
Stan Development Team. 2018. RStan: the R interface to Stan. R package version 2.17.3. <https://mc-stan.org/>
Neal, Radford (2011) "Handbook of Markov Chain Monte Carlo" ISBN: 978-1420079418.
Betancourt, Michael, and Mark Girolami. "Hamiltonian Monte Carlo for hierarchical models." Current trends in Bayesian methodology with applications 79.30 (2015): 2-4.
Thomas, S., Tu, W. (2020) "Learning Hamiltonian Monte Carlo in R" <arXiv:2006.16194>,
Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A., & Rubin, D. B. (2013) "Bayesian Data Analysis" ISBN: 978-1439840955,
Agresti, Alan (2015) "Foundations of Linear and Generalized Linear Models ISBN: 978-1118730034,
Pinheiro, J., Bates, D. (2006) "Mixed-effects Models in S and S-Plus" ISBN: 978-1441903174.
Ruppert, D., Wand, M. P., & Carroll, R. J. (2003). Semiparametric regression (No. 12). Cambridge university press. ISBN: 978-0521785167.

Samuel Thomas

bayesGAM

Fit Multivariate Response Generalized Additive Models using
Hamiltonian Monte Carlo

Wanzhu Tu

Trustees of Columbia University (R/rstanMethods.R) 

bayesGAMfit-class function

<dl class="dl-horizontal">
<dt><code>results</code></dt><dd>Object of type <code>stanfit</code> returned from calling <code>rstan::sampling</code></dd></dl><dt><code>model</code></dt><dd>Object of custom type <code>glmModel</code> with the data and input parameters passed to <code>rstan</code></dd><dt><code>offset</code></dt><dd>Optionally numeric offset for the generalized additive model</dd><dt><code>spcontrol</code></dt><dd>List of control parameters for <code>bayesGAMfit</code></dd><dt><code>mcmcres</code></dt><dd>Matrix of MCMC results for all chains, if plot data is stored</dd><dt><code>pdata</code></dt><dd>Dataframe for default plot method, if plot data is stored.</dd>

bayesGAMfit-class: Contains results from `rstan` as well as the design matrices and other data for the model.

Description

Usage

Arguments

Slots