sdPrior v1.0-0

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Scale-Dependent Hyperpriors in Structured Additive Distributional Regression

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) <doi:10.1214/15-BA983>.

Functions in sdPrior

Name Description
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.
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LazyData true
License GPL-2
NeedsCompilation no
Packaged 2018-10-06 11:34:16 UTC; nadja.klein
RoxygenNote 6.0.1
Repository CRAN
Date/Publication 2018-10-06 21:00:03 UTC

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