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LaplacesDemon

Complete Environment for Bayesian Inference

Provides a complete environment for Bayesian inference using a variety of different samplers (see ?LaplacesDemon for an overview). The README describes the history of the package development process.

Functions (150)

ABB

Approximate Bayesian Bootstrap

AcceptanceRate

Acceptance Rate

BMK.Diagnostic

BMK Convergence Diagnostic

BayesFactor

Bayes Factor

BayesTheorem

Bayes' Theorem

BayesianBootstrap

The Bayesian Bootstrap

BigData

Big Data

Blocks

Blocks

CSF

Cumulative Sample Function

CenterScale

Centering and Scaling

Combine

Combine Demonoid Objects

Consort

Consort with Laplace's Demon

ESS

Effective Sample Size due to Autocorrelation

Elicitation

Prior Elicitation

GIV

Generate Initial Values

Gelfand.Diagnostic

Gelfand's Convergence Diagnostic

Gelman.Diagnostic

Gelman and Rubin's MCMC Convergence Diagnostic

Geweke.Diagnostic

Geweke's Convergence Diagnostic

Hangartner.Diagnostic

Hangartner's Convergence Diagnostic

Heidelberger.Diagnostic

Heidelberger and Welch's MCMC Convergence Diagnostic

IAT

Integrated Autocorrelation Time

Importance

Variable Importance

IterativeQuadrature

Iterative Quadrature

Juxtapose

Juxtapose MCMC Algorithm Inefficiency

KLD

Kullback-Leibler Divergence (KLD)

KS.Diagnostic

Kolmogorov-Smirnov Convergence Diagnostic

LML

Logarithm of the Marginal Likelihood

LPL.interval

Lowest Posterior Loss Interval

LaplaceApproximation

Laplace Approximation

LaplacesDemon

Laplace's Demon

LaplacesDemon-package

Complete Environment for Bayesian Inference

LaplacesDemon.RAM

LaplacesDemon RAM Estimate

Levene.Test

Levene's Test

LossMatrix

Loss Matrix

MCSE

Monte Carlo Standard Error

MISS

Multiple Imputation Sequential Sampling

Math

Math Utility Functions

Matrices

Matrix Utility Functions

MinnesotaPrior

Minnesota Prior

Mode

The Mode(s) of a Vector

Model.Spec.Time

Model Specification Time

PMC

Population Monte Carlo

PMC.RAM

PMC RAM Estimate

PosteriorChecks

Posterior Checks

Precision

Precision

Raftery.Diagnostic

Raftery and Lewis's diagnostic

RejectionSampling

Rejection Sampling

SIR

Sampling Importance Resampling

SensitivityAnalysis

Sensitivity Analysis

Stick

Truncated Stick-Breaking

Thin

Thin

Validate

Holdout Validation

VariationalBayes

Variational Bayes

WAIC

Widely Applicable Information Criterion

as.covar

Proposal Covariance

as.initial.values

Initial Values

as.parm.names

Parameter Names

as.ppc

As Posterior Predictive Check

burnin

Burn-in

caterpillar.plot

Caterpillar Plot

cond.plot

Conditional Plots

data.demonchoice

Demon Choice Data Set

data.demonfx

Demon FX Data Set

data.demonsessions

Demon Sessions Data Set

data.demonsnacks

Demon Snacks Data Set

data.demontexas

Demon Space-Time Data Set

de.Finetti.Game

de Finetti's Game

deburn

De-Burn

dist.Asymmetric.Laplace

Asymmetric Laplace Distribution: Univariate

dist.Asymmetric.Log.Laplace

Asymmetric Log-Laplace Distribution

dist.Asymmetric.Multivariate.Laplace

Asymmetric Multivariate Laplace Distribution

dist.Bernoulli

Bernoulli Distribution

dist.Categorical

Categorical Distribution

dist.ContinuousRelaxation

Continuous Relaxation of a Markov Random Field Distribution

dist.Dirichlet

Dirichlet Distribution

dist.Generalized.Pareto

Generalized Pareto Distribution

dist.Generalized.Poisson

Generalized Poisson Distribution

dist.HalfCauchy

Half-Cauchy Distribution

dist.HalfNorm

Half-Normal Distribution

dist.Halft

Half-t Distribution

dist.Horseshoe

Horseshoe Distribution

dist.HuangWand

Huang-Wand Distribution

dist.Inverse.Beta

Inverse Beta Distribution

dist.Inverse.ChiSquare

(Scaled) Inverse Chi-Squared Distribution

dist.Inverse.Gamma

Inverse Gamma Distribution

dist.Inverse.Gaussian

Inverse Gaussian Distribution

dist.Inverse.Matrix.Gamma

Inverse Matrix Gamma Distribution

dist.Inverse.Wishart

Inverse Wishart Distribution

dist.Inverse.Wishart.Cholesky

Inverse Wishart Distribution: Cholesky Parameterization

dist.LASSO

LASSO Distribution

dist.Laplace

Laplace Distribution: Univariate Symmetric

dist.Laplace.Mixture

Mixture of Laplace Distributions

dist.Laplace.Precision

Laplace Distribution: Precision Parameterization

dist.Log.Laplace

Log-Laplace Distribution: Univariate Symmetric

dist.Log.Normal.Precision

Log-Normal Distribution: Precision Parameterization

dist.Matrix.Gamma

Matrix Gamma Distribution

dist.Matrix.Normal

Matrix Normal Distribution

dist.Multivariate.Cauchy

Multivariate Cauchy Distribution

dist.Multivariate.Cauchy.Cholesky

Multivariate Cauchy Distribution: Cholesky Parameterization

dist.Multivariate.Cauchy.Precision

Multivariate Cauchy Distribution: Precision Parameterization

dist.Multivariate.Cauchy.Precision.Cholesky

Multivariate Cauchy Distribution: Precision-Cholesky Parameterization

dist.Multivariate.Laplace

Multivariate Laplace Distribution

dist.Multivariate.Laplace.Cholesky

Multivariate Laplace Distribution: Cholesky Parameterization

dist.Multivariate.Normal

Multivariate Normal Distribution

dist.Multivariate.Normal.Cholesky

Multivariate Normal Distribution: Cholesky Parameterization

dist.Multivariate.Normal.Precision

Multivariate Normal Distribution: Precision Parameterization

dist.Multivariate.Normal.Precision.Cholesky

Multivariate Normal Distribution: Precision-Cholesky Parameterization

dist.Multivariate.Polya

Multivariate Polya Distribution

dist.Multivariate.Power.Exponential

Multivariate Power Exponential Distribution

dist.Multivariate.Power.Exponential.Cholesky

Multivariate Power Exponential Distribution: Cholesky Parameterization

dist.Multivariate.t

Multivariate t Distribution

dist.Multivariate.t.Cholesky

Multivariate t Distribution: Cholesky Parameterization

dist.Multivariate.t.Precision

Multivariate t Distribution: Precision Parameterization

dist.Multivariate.t.Precision.Cholesky

Multivariate t Distribution: Precision-Cholesky Parameterization

dist.Normal.Inverse.Wishart

Normal-Inverse-Wishart Distribution

dist.Normal.Laplace

Normal-Laplace Distribution: Univariate Asymmetric

dist.Normal.Mixture

Mixture of Normal Distributions

dist.Normal.Precision

Normal Distribution: Precision Parameterization

dist.Normal.Variance

Normal Distribution: Variance Parameterization

dist.Normal.Wishart

Normal-Wishart Distribution

dist.Pareto

Pareto Distribution

dist.Power.Exponential

Power Exponential Distribution: Univariate Symmetric

dist.Scaled.Inverse.Wishart

Scaled Inverse Wishart Distribution

dist.Skew.Discrete.Laplace

Skew Discrete Laplace Distribution: Univariate

dist.Skew.Laplace

Skew-Laplace Distribution: Univariate

dist.Stick

Truncated Stick-Breaking Prior Distribution

dist.Student.t

Student t Distribution: Univariate

dist.Student.t.Precision

Student t Distribution: Precision Parameterization

dist.Truncated

Truncated Distributions

dist.Wishart

Wishart Distribution

dist.Wishart.Cholesky

Wishart Distribution: Cholesky Parameterization

dist.YangBerger

Yang-Berger Distribution

dist.Zellner

Hyperprior-g Prior and Zellner's g-Prior

hpc_server

Server Listening

interval

Constrain to Interval

is.appeased

Appeased

is.bayesian

Logical Check of a Bayesian Model

is.class

Logical Check of Classes

is.constant

Logical Check of a Constant

is.constrained

Logical Check of Constraints

is.data

Logical Check of Data

is.model

Logical Check of a Model

is.proper

Logical Check of Propriety

is.stationary

Logical Check of Stationarity

joint.density.plot

Joint Density Plot

joint.pr.plot

Joint Probability Region Plot

log-log

The log-log and complementary log-log functions

logit

The logit and inverse-logit functions

p.interval

Probability Interval

plot.bmk

Plot Hellinger Distances

LaplacesDemon

Complete Environment for Bayesian Inference

v16.1.4

MIT + file LICENSE

Authors

Byron Hall [aut], Martina Hall [aut], Statisticat, LLC [aut], Eric Brown [ctb], Richard Hermanson [ctb], Emmanuel Charpentier [ctb], Daniel Heck [ctb], Stephane Laurent [ctb], Quentin F. Gronau [ctb], Henrik Singmann [cre]

Initial release

LaplacesDemon

Functions (150)

LaplacesDemon

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