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bbricks (version 0.1.4)

Bayesian Methods and Graphical Model Structures for Statistical Modeling

Description

A set of frequently used Bayesian parametric and nonparametric model structures, as well as a set of tools for common analytical tasks. Structures include linear Gaussian systems, Gaussian and Normal-Inverse-Wishart conjugate structure, Gaussian and Normal-Inverse-Gamma conjugate structure, Categorical and Dirichlet conjugate structure, Dirichlet Process on positive integers, Dirichlet Process in general, Hierarchical Dirichlet Process ... Tasks include updating posteriors, sampling from posteriors, calculating marginal likelihood, calculating posterior predictive densities, sampling from posterior predictive distributions, calculating "Maximum A Posteriori" (MAP) estimates ... See to get started.

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Install

install.packages('bbricks')

Monthly Downloads

57

Version

0.1.4

License

MIT + file LICENSE

Issues

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Repository

https://github.com/chenhaotian/Bayesian-Bricks

Maintainer

Haotian Chen

Last Published

May 7th, 2020

Functions in bbricks (0.1.4)

Create objects of type "CatDirichlet".

GaussianInvWishart

Create objects of type "GaussianInvWishart".

GaussianGaussian

Create objects of type "GaussianGaussian".

Create objects of type "HDP2".

Get the probabilities of all possible values of the hidden indicator variables from the DP family objects.

Create objects of type "HDP".

Create objects of type "CatHDP".

MPE.CatDirichlet

MPE of a "CatDirichlet" object

MPE.LinearGaussianGaussian

Mean Posterior Estimate (MPE) of a "LinearGaussianGaussian" object

Create objects of type "GaussianNIG".

Create objects of type "DP".

dAllIndicators.HDP

Get the probabilities of all possible values of the hidden indicator variables of an "HDP" object.

dPosteriorPredictive.GaussianNIW

Posterior predictive density function of a "GaussianNIW" object

dPosterior.GaussianInvWishart

Density function of the posterior distribution of a "GaussianInvWishart" object

dPosterior.GaussianNIG

Density function of the posterior distribution of a "GaussianNIG" object

MPE.GaussianGaussian

Mean Posterior Estimate (MPE) of a "GaussianGaussian" object

dPosteriorPredictive.GaussianNIG

Posterior predictive density function of a "GaussianNIG" object

Create objects of type "CatHDP2".

Samples from a simple linear model

MPE.GaussianInvWishart

Mean Posterior Estimate (MPE) of a "GaussianInvWishart" object

MPE.GaussianNIG

Mean Posterior Estimate (MPE) of a "GaussianNIG" object

dPosterior.CatDirichlet

Density function of the posterior distribution of a "CatDirichlet" object

Maximum A Posteriori(MAP) estimate of a "CatDP" object

MAP.GaussianNIW

Maximum A Posteriori (MAP) estimate of a "GaussianNIW" object

dPosterior.GaussianNIW

Density function of the posterior distribution of a "GaussianNIW" object

marginalLikelihood.CatDP

Marginal likelihood of a "CatDP" object

bbricks-package

bbricks: Bayesian Methods and Graphical Model Structures for Statistical Modeling

Create objects of type "GaussianNIW".

dPosteriorPredictive.GaussianInvWishart

Posterior predictive density function of a "GaussianInvWishart" object

Cancer mortality of 20 cities

posteriorDiscard.CatDP

Update a "CatDP" object with sample sufficient statistics

marginalLikelihood_bySufficientStatistics.GaussianGaussian

Marginal likelihood of a "GaussianGaussian" object, using sufficient statistics

marginalLikelihood.HDP

Marginal likelihood for HDP

marginalLikelihood.HDP2

Marginal likelihood for HDP2

marginalLikelihood.CatDirichlet

Marginal likelihood of a "CatDirichlet" object

dPosteriorPredictive.GaussianGaussian

Posterior predictive density function of a "GaussianGaussian" object

dPosterior.GaussianGaussian

Density function of the posterior distribution of a "GaussianGaussian" object

a plus b with NA values

Density function of Gaussian distribution

MAP.LinearGaussianGaussian

Maximum A Posteriori (MAP) estimate of a "LinearGaussianGaussian" object

Probability mass function for Categorical distribution

Mean Posterior Estimate(MPE) of a "CatDP" object

marginalLikelihood_bySufficientStatistics.LinearGaussianGaussian

Marginal likelihood of a "LinearGaussianGaussian" object, using sufficient statistics

Density function for Dirichelt distribution

Get the Maximum A Posteriori(MAP) estimate of a "BayesianBrick" object

posterior.LinearGaussianGaussian

Update a "LinearGaussianGaussian" object with sample sufficient statistics

marginalLikelihood.GaussianGaussian

Marginal likelihood of a "GaussianGaussian" object

Random number generation for Normal-Inverse-Wishart (NIW) distribution.

marginalLikelihood.GaussianInvWishart

Marginal likelihood of a "GaussianInvWishart" object

marginalLikelihood_bySufficientStatistics.CatDirichlet

Marginal likelihood of a "CatDirichlet" object, using sufficient statistics

marginalLikelihood.DP

Marginal likelihood for Dirichlet Process(DP)

marginalLikelihood_bySufficientStatistics.CatDP

Marginal likelihood of a "CatDP" object, using sufficient statistics

marginalLikelihood_bySufficientStatistics.GaussianInvWishart

Marginal likelihood of a "GaussianInvWishart" object, using sufficient statistics

MAP.GaussianInvWishart

Maximum A Posteriori (MAP) estimate of a "GaussianInvWishart" object

MPE.GaussianNIW

Mean Posterior Estimate (MPE) of a "GaussianNIW" object

MAP.GaussianNIG

Maximum A Posteriori (MAP) estimate of a "GaussianNIG" object

dPosteriorPredictive

Get the density value of the posterior predictive distribution

posterior_bySufficientStatistics

update the prior distribution with sufficient statistics

dPosterior.LinearGaussianGaussian

Posterior density function of a "LinearGaussianGaussian" object

dPosteriorPredictive.LinearGaussianGaussian

Posterior predictive density function of a "LinearGaussianGaussian" object

Density function of Inverse-Gamma distribution

dPosteriorPredictive.CatDirichlet

Posterior predictive density function of a "CatDirichlet" object

print the content of a "DP" object

Create objects of type '"BasicBayesian"'.

dPosteriorPredictive.HDP

Posterior predictive density function of a "HDP" object

Density function for (multivariate) t distribution

dPosteriorPredictive.HDP2

Posterior predictive density function of a "HDP2" object

print the content of a "HDP2" object

Density function of Wishart distribution

Update a "DP" object with sample sufficient statistics

MetropolisHastings

Metropolis-Hastings sampler

rPosteriorPredictive.GaussianNIW

Generate random samples from the posterior predictive distribution of a "GaussianNIW" object

rPosterior.GaussianInvWishart

Generate one ramdom sample from the posterior distribution of a "GaussianInvWishart" object

posterior.GaussianInvWishart

Update a "GaussianInvWishart" object with sample sufficient statistics

rPosteriorPredictive.LinearGaussianGaussian

Generate random samples from the posterior predictive distribution of a "LinearGaussianGaussian" object

posterior.GaussianGaussian

Update a "GaussianGaussian" object with sample sufficient statistics

posteriorDiscard.CatDirichlet

Update a "CatDirichlet" object with sample sufficient statistics

posteriorDiscard.GaussianGaussian

Update a "GaussianGaussian" object with sample sufficient statistics

posteriorDiscard.DP

Update a "DP" object with sample sufficient statistics

marginalLikelihood_bySufficientStatistics

Get the marginal likelihood of a "BayesianBrick" object

Create objects of type "CatDP".

sufficientStatistics.CatDP

Sufficient statistics of a "CatDP" object

posteriorDiscard

update the prior distribution with sufficient statistics

posteriorDiscard.GaussianInvWishart

Update a "GaussianInvWishart" object with sample sufficient statistics

MAP.CatDirichlet

MAP estimate of a "CatDirichlet" object

Density function of Inverse-Wishart distribution

Get the Mean Posterior Estimate(MPE) of a "BayesianBrick" object

Density function for Normal-Inverse-Wishart (NIW) distribution.

MAP.GaussianGaussian

Maximum A Posteriori (MAP) estimate of a "GaussianGaussian" object

dPosteriorPredictive.CatHDP

Posterior predictive density function of a "CatHDP" object

Samples from a hierarchical linear model

sufficientStatistics.DP

Sufficient statistics of a "DP" object

posterior.CatHDP2

Update a "CatHDP2" object with sample sufficient statistics

Samples from a hidden Markov model

update the prior distribution with sufficient statistics

print.BasicBayesian

Print the content of an BasicBayesian object

rPosteriorPredictive.HDP2

Generate random samples from the posterior predictive distribution of a "HDP2" object

rPosteriorPredictive.CatHDP2

Generate random samples from the posterior predictive distribution of a "CatHDP2" object

sufficientStatistics_Weighted.GaussianGaussian

Weighted sufficient statistics of a "GaussianGaussian" object

rPosteriorPredictive.CatHDP

Generate random samples from the posterior predictive distribution of a "CatHDP" object

sufficientStatistics_Weighted

Get weighted sample sufficient statistics

rPosterior.CatDirichlet

Generate ramdom samples from the posterior distribution of a "CatDirichlet" object

marginalLikelihood.GaussianNIG

Marginal likelihood of a "GaussianNIG" object

sufficientStatistics.CatDirichlet

Sufficient statistics of a "CatDirichlet" object

sufficientStatistics_Weighted.LinearGaussianGaussian

Weighted sufficient statistics of a "LinearGaussianGaussian" object

rPosteriorPredictive.GaussianNIG

Generate random samples from the posterior predictive distribution of a "GaussianNIG" object

posterior.CatDirichlet

Update a "CatDirichlet" object with sample sufficient statistics

sufficientStatistics_Weighted.GaussianInvWishart

Weighted sufficient statistics of a "GaussianInvWishart" object

posterior_bySufficientStatistics.CatDP

Update a "CatDP" object with sample sufficient statistics

posterior.CatHDP

Update a "CatHDP" object with sample sufficient statistics

marginalLikelihood.LinearGaussianGaussian

Marginal likelihood of a "LinearGaussianGaussian" object

Update a "HDP" object with sample sufficient statistics

marginalLikelihood_bySufficientStatistics.GaussianNIG

Marginal likelihood of a "GaussianNIG" object, using sufficient statistics

dPosteriorPredictive.DP

Posterior predictive density function of a Dirichlet Process object

rPosteriorPredictive.DP

Generate random samples from the posterior predictive distribution of a "DP" object

posteriorDiscard.GaussianNIG

Update a "GaussianNIG" object with sample sufficient statistics

rPosterior.LinearGaussianGaussian

Posterior random generation of a "LinearGaussianGaussian" object

marginalLikelihood

Get the marginal likelihood of a "BayesianBrick" object

posteriorDiscard_bySufficientStatistics

update the prior distribution with sufficient statistics

Generate random samples from the posterior distribution

Random number generation of Inverse-Gamma distribution

rPosteriorPredictive.GaussianInvWishart

Generate random samples from the posterior predictive distribution of a "GaussianInvWishart" object

posteriorDiscard_bySufficientStatistics.CatDirichlet

Update the prior Dirichlet distribution with sample sufficient statistics

Random generation for Inverse-Wishart distribution

Get the density from the posterior distribution.

dPosteriorPredictive.CatHDP2

Posterior predictive density function of a "CatHDP" object

dPosteriorPredictive.CatDP

Posterior predictive density function of a "CatDP" object

inferenceJointGaussian

Inference in joint Gaussian distribution

posteriorDiscard.CatHDP

Update a "CatHDP" object with sample sufficient statistics

sufficientStatistics

Get sample sufficient statistics

sufficientStatistics.GaussianNIW

Sufficient statistics of a "GaussianNIW" object

sufficientStatistics_Weighted.CatDP

Weighted sufficient statistics of a "CatDP" object

Samples from a hierarchical mixture model with two layers of hierarchies

sufficientStatistics.HDP

Sufficient statistics of a "HDP" object

rPosteriorPredictive.CatDP

Generate random samples from the posterior predictive distribution of a "CatDP" object

posteriorDiscard_bySufficientStatistics.CatDP

Update a "CatDP" object with sample sufficient statistics

posteriorDiscard.CatHDP2

Update a "CatHDP2" object with sample sufficient statistics

posterior_bySufficientStatistics.CatDirichlet

Update a "CatDirichlet" object with sample sufficient statistics

posteriorDiscard.HDP2

Update a "HDP2" object with sample sufficient statistics

Print the content of an CatHDP object

posterior.GaussianNIG

Update a "GaussianNIG" object with sample sufficient statistics

marginalLikelihood.GaussianNIW

Marginal likelihood of a "GaussianNIW" object

Samples from a hierarchical mixture model

determinant of a positive definite symmetric matrix

Inverse of a positive definite symmetric matrix

Samples from a mixture model

marginalLikelihood_bySufficientStatistics.GaussianNIW

Marginal likelihood of a "GaussianNIW" object, using sufficient statistics

rPosterior.GaussianNIW

Generate ramdom samples from the posterior distribution of a "GaussianNIW" object

posterior.CatDP

Update a "CatDP" object with sample sufficient statistics

print the content of a "HDP" object

posteriorDiscard.GaussianNIW

Update a "GaussianNIW" object with sample sufficient statistics

posteriorDiscard.HDP

Update a "HDP" object with sample sufficient statistics

rPosterior.GaussianGaussian

Generate ramdom samples from the posterior distribution of a "GaussianGaussian" object

Update a "HDP2" object with sample sufficient statistics

rPosteriorPredictive

Generate random samples from the posterior predictive distribution

sufficientStatistics_Weighted.HDP

Weighted sufficient statistics of a "HDP" object

Random generation for Categorical distribution

posterior.GaussianNIW

Update a "GaussianNIW" object with sample sufficient statistics

rPosteriorPredictive.GaussianGaussian

Generate random samples from the posterior predictive distribution of a "GaussianGaussian" object

sufficientStatistics_Weighted.HDP2

Weighted sufficient statistics of a "HDP2" object

rPosteriorPredictive.CatDirichlet

Generate random samples from the posterior predictive distribution of a "CatDirichlet" object

Random Generation for (multivariate) t distribution

sufficientStatistics.GaussianGaussian

Sufficient statistics of a "GaussianGaussian" object

sufficientStatistics.HDP2

Sufficient statistics of a "HDP2" object

Random generation for Wishart distribution

rPosterior.GaussianNIG

Generate ramdom samples from the posterior distribution of a "GaussianNIG" object

Random generation for Dirichelt distribution

release_questions

additional release questions

sufficientStatistics_Weighted.CatDirichlet

Weighted sufficient statistics of a "CatDirichlet" object

posteriorDiscard.LinearGaussianGaussian

Update a "LinearGaussianGaussian" object with sample sufficient statistics

Random generation for Gaussian distribution

Print the content of an CatHDP2 object

sufficientStatistics_Weighted.GaussianNIG

Weighted sufficient statistics of a "GaussianNIG" object

sufficientStatistics_Weighted.GaussianNIW

Weighted sufficient statistics for a "GaussianNIW" object

rPosteriorPredictive.HDP

Generate random samples from the posterior predictive distribution of a "HDP" object

sufficientStatistics.GaussianInvWishart

Sufficient statistics of a "GaussianInvWishart" object

sufficientStatistics.GaussianNIG

Sufficient statistics of a "GaussianNIG" object

sufficientStatistics.LinearGaussianGaussian

Sufficient statistics of a "LinearGaussianGaussian" object

sufficientStatistics_Weighted.DP

Weighted sufficient statistics of a "DP" object

LinearGaussianGaussian

Create objects of type "LinearGaussianGaussian".