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sdPrior (version 1.0-0)

Scale-Dependent Hyperpriors in Structured Additive Distributional Regression

Description

Utility functions for scale-dependent and alternative hyperpriors. The distribution parameters may capture location, scale, shape, etc. and every parameter may depend on complex additive terms (fixed, random, smooth, spatial, etc.) similar to a generalized additive model. Hyperpriors for all effects can be elicitated within the package. Including complex tensor product interaction terms and variable selection priors. The basic model is explained in in Klein and Kneib (2016) .

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Version

Install

install.packages('sdPrior')

Monthly Downloads

612

Version

1.0-0

License

GPL-2

Maintainer

Nadja Klein

Last Published

October 6th, 2018

Functions in sdPrior (1.0-0)

mdf_sd

Marginal Density for Given Scale Parameter and Scale-Dependent Prior for \(\tau^2\)
get_theta_linear

Find Scale Parameter for Inverse Gamma Hyperprior of Linear Effects with Spike and Slab Prior
mdf_gbp

Marginal Density for Given Scale Parameter and Half-Cauchy Prior for \(\tau\)
mdf_ga

Marginal Density for Given Scale Parameter and Half-Normal Prior for \(\tau\)
mdf_ig

Marginal Density for Given Scale Parameter and Inverse Gamma Prior for \(\tau^2\)
mdf_aunif

Marginal Density for Given Scale Parameter and Approximated Uniform Prior for \(\tau\)
hyperparlin

Find Scale Parameter for Inverse Gamma Hyperprior of Linear Effects with Spike and Slab Prior
mdbeta

Marginal Density of \(\beta\)
zambia_height92

Malnutrition in Zambia
papprox_unif

Compute Cumulative Distribution Function of Approximated (Differentiably) Uniform Distribution.
rapprox_unif

Draw Random Numbers from Approximated (Differentiably) Uniform Distribution.
zambia_graph

Prior precision matrix for spatial variable in Zambia data set
get_theta

Find Scale Parameter for (Scale Dependent) Hyperprior
get_theta_aunif

Find Scale Parameter for Hyperprior for Variances Where the Standard Deviations have an Approximated (Differentiably) Uniform Distribution.
hyperpar

Find Scale Parameters for Inverse Gamma Hyperprior of Nonlinear Effects with Spike and Slab Prior (Simulation-based)
hyperpar_mod

Find Scale Parameter for modular regression
get_theta_ga

Find Scale Parameter for Gamma (Half-Normal) Hyperprior
get_theta_gbp

Find Scale Parameter for Generalised Beta Prime (Half-Cauchy) Hyperprior
get_theta_ig

Find Scale Parameter for Inverse Gamma Hyperprior
DesignM

Computing Designmatrix for Splines
dapprox_unif

Compute Density Function of Approximated (Differentiably) Uniform Distribution.