fitted.bsam

Computes pointwise posterior means and \(100(1-\alpha)\)% credible intervals of the fitted Bayesian spectral analysis models.

Contains functions to perform Bayesian inference
using a spectral analysis of Gaussian process priors.
Gaussian processes are represented with a Fourier series
based on cosine basis functions. Currently the package
includes parametric linear models, partial linear additive
models with/without shape restrictions, generalized linear
additive models with/without shape restrictions, and
density estimation model. To maximize computational
efficiency, the actual Markov chain Monte Carlo sampling
for each model is done using codes written in FORTRAN 90.
This software has been developed using funding supported by
Basic Science Research Program through the National Research
Foundation of Korea (NRF) funded by the Ministry of Education
(no. NRF-2016R1D1A1B03932178 and no. NRF-2017R1D1A3B03035235).

Beomjo Park

bsamGP

Bayesian Spectral Analysis Models using Gaussian Process Priors

Seongil Jo

Taeryon Choi

fitted.bsam function

<dl> <dt>object</dt>
<dd>a <code>bsam</code> object</dd>
 <dt>alpha</dt>
<dd>a numeric scalar in the interval (0,1) giving the \(100(1-\alpha)\)% credible intervals.</dd>
 <dt>HPD</dt>
<dd>a logical variable indicating whether the \(100(1-\alpha)\)% Highest Posterior Density (HPD) intervals are calculated.
		 If <code>HPD</code>=FALSE, the \(100(1-\alpha)\)% equal-tail credible intervals are calculated.
		 The default is TRUE.</dd>
 <dt>...</dt>
<dd>not used</dd></dl>

Arguments

Compute fitted values for a bsam object — fitted.bsam

<dl>

 <dt>object</dt>
<dd>a <code>bsam</code> object</dd>


 <dt>alpha</dt>
<dd>a numeric scalar in the interval (0,1) giving the \(100(1-\alpha)\)% credible intervals.</dd>


 <dt>HPD</dt>
<dd>a logical variable indicating whether the \(100(1-\alpha)\)% Highest Posterior Density (HPD) intervals are calculated.
		 If <code>HPD</code>=FALSE, the \(100(1-\alpha)\)% equal-tail credible intervals are calculated.
		 The default is TRUE.</dd>


 <dt>...</dt>
<dd>not used</dd>

</dl>

fitted.bsam: Compute fitted values for a bsam object

Description

Usage

Value

Arguments

Details

See Also

Examples