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glmBfp (version 0.0-51)

Bayesian Fractional Polynomials for GLMs

Description

Implements the Bayesian paradigm for fractional polynomials in generalized linear models, described by Held, Gravestock, Sabanes Bove (2015) . See package 'bfp' for the treatment of normal models.

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Install

install.packages('glmBfp')

Monthly Downloads

8

Version

0.0-51

License

GPL (>= 2)

Maintainer

Isaac Gravestock

Last Published

August 3rd, 2017

Functions in glmBfp (0.0-51)

CustomGPrior-class

The custom g-prior class

Constructor for the custom g-prior class

Extract.GlmBayesMfp

Extract method for GlmBayesMfp objects

The virtual g-prior class

HypergPrior-class

The hyper-g prior class

HypergPrior-initialize

Initialization method for the "HypergPrior" class

Constructor for the hyper-g prior class

IncInvGammaGPrior-class

The incomplete inverse gamma g-prior class

GlmBayesMfpSamples-class

Class for samples from a single GlmBayesMfp model or a model average

GlmBayesMfpSamples-subsetting

Subset method for GlmBayesMfpSamples objects

Constructor for class McmcOptions

as.data.frame.GlmBayesMfp

Convert a GlmBayesMfp object into a data frame

Fit Cox models using glmBayesMfp

InvGammaGPrior-class

The inverse gamma g-prior class

InvGammaGPrior-initialize

Initialization method for the "InvGammaGPrior" class

constructNewdataMatrix

Construct the covariates matrix for new data based on an existing GlmBayesMfp object

Constructor for the inverse gamma g-prior class

McmcOptions-class

Class for the three canonical MCMC options

Interface to the internal C++ optimization routine "optimize"

Construct an empirical HPD interval from samples

Interface to the internal C++ optimization routine "bfgs"

Helper function for glmBayesMfp: Returns the normalized log g prior density

getLogMargLikEstimate

Compute the Chib-Jeliazkov log marginal likelihood estimate from the MCMC output

Extract the log prior values from a GlmBayesMfp object

Convert samples to mcmc objects

Box Tidwell transformation

Compute model information for a given list of model configurations and glmBayesMfp output.

Shift and scale a covariate vector (if wished) to have positive and small numbers.

getDesignMatrix

Construct the design matrix for a given bfp GLM model

Helper function for glmBayesMfp: Extracts an S3 family object

Bayesian inference for fractional polynomial models from the GLM and Cox family

Compute posterior inclusion probabilites based on GlmBayesMfp object

Transform formula variables

getFpTransforms

Get the FP transforms matrix of a given covariate vector

Internal helper function which gets the generator (and normalizing constant)

Extract posterior model probability estimates from a GlmBayesMfp object

getUncenteredDesignMatrix

Construct the design matrix for a given bfp GLM model

Bayesian model inference for fractional polynomial GLMs and Cox models

Prediction methods for CoxTBF objects

predict.TBFcox.sep

Prediction methods for CoxTBF objects with separate estimates

Produce posterior samples from one GLM / Cox model

Compute the number of samples for a given MCMC options triple

Construct a survival formula based on a glmBfp object with censInd not null.

IncInvGammaGPrior-initialize

Initialization method for the "IncInvGammaGPrior" class

IncInvGammaGPrior

Constructor for the incomplete inverse gamma g-prior class

Evaluate the (negative log) unnormalized marginal z density in a given model.

Mark a covariate for transformation with fractional polynomials

Construct a (smooth) marginal z density approximation from a model information list

Estimate shrunken coefficients from GlmBayesMfp object for Cox model

Predicate checking for a boolean option

Extract the log marginal likelihood estimates from a GlmBayesMfp object

Calculate an SCB from a samples matrix

Test the Cox model computation for the TBF approach

plotCurveEstimate

Function for plotting a fractional polynomial curve estimate

print.GlmBayesMfp

Print a GlmBayesMfp object.

Produce posterior samples from a Bayesian model average over GLMs / Cox models

predict.TBFcox.BMA

Prediction methods for CoxTBF objects for BMA models