BoomSpikeSlab: MCMC for Spike and Slab Regression

Spike and slab regression a la McCulloch and George (1997).

Author
Steven L. Scott <stevescott@google.com>
Date of publication
2016-08-18 09:48:07
Maintainer
Steven L. Scott <stevescott@google.com>
License
LGPL-2.1 | file LICENSE
Version
0.7.0

View on CRAN

Man pages

independent.spike.slab.prior
A spike and slab prior assuming a priori independence.
independent.student.spike.slab.prior
Spike and Slab Prior for Regressions with Student T Errors
lm.spike
Spike and slab regression
logit.spike
Spike and slab logistic regression
logit.zellner.prior
Zellner Prior for Logistic Regression
make.spike.slab.prior
Create a spike and slab prior for use with lm.spike.
mlm.spike
Spike and slab multinomial logistic regression
mlm.spike.slab.prior
Create a spike and slab prior for use with mlm.spike.
model.matrix
GetPredictorMatrix
model.matrix.glm.spike
Construct Design Matrices
plot.coefficients
Plot Coefficients.
plot.lm.spike
Plot the results of a spike and slab regression.
plot.lm.spike.residuals
Residual plot for lm.spike
plot.logit.spike
Plot a 'logit.spike' object
plot.logit.spike.fit.summary
Plot Logit or Probit Fit Summary
plot.logit.spike.residuals
Residual plot for 'logit.spike' objects.
plot.marginal.inclusion.probabilities
Plot marginal inclusion probabilities.
plot.model.size
Plot a distribution of model size
plot.poisson.spike
Plot a 'poisson.spike' object
poisson.spike
Spike and slab Poisson regression
poisson.zellner.prior
Zellner Prior for Poisson Regression
predict.lm.spike
Predictions using spike-and-slab regression.
print.summary.lm.spike
Print method for spikeslab objects.
probit.spike
Spike and slab probit regression
residuals.lm.spike
Extract lm.spike Residuals
spike.slab.glm.prior
Zellner Prior for Glm's
spike.slab.prior.base
Base class for spike and slab priors
student.spike.slab.prior
Spike and Slab Prior for Student-T Regression
summarize_spike_slab_coefficients
Numerical summaries of coefficients from a spike and slab...
summary.lm.spike
Numerical summaries of the results from a spike and slab...
summary.logit.spike
Numerical summaries of the results from a spike and slab...

Files in this package

BoomSpikeSlab
BoomSpikeSlab/src
BoomSpikeSlab/src/Makevars
BoomSpikeSlab/src/mlm_spike_slab_wrapper.cc
BoomSpikeSlab/src/logit_spike_slab_wrapper.cc
BoomSpikeSlab/src/spike_slab_wrapper.cc
BoomSpikeSlab/src/probit_spike_slab_wrapper.cc
BoomSpikeSlab/src/poisson_spike_slab_wrapper.cc
BoomSpikeSlab/src/utils.h
BoomSpikeSlab/NAMESPACE
BoomSpikeSlab/R
BoomSpikeSlab/R/probit.spike.R
BoomSpikeSlab/R/model.matrix.R
BoomSpikeSlab/R/logit.spike.R
BoomSpikeSlab/R/spike.slab.prior.R
BoomSpikeSlab/R/mlm.spike.R
BoomSpikeSlab/R/poisson.spike.R
BoomSpikeSlab/R/lm.spike.R
BoomSpikeSlab/MD5
BoomSpikeSlab/DESCRIPTION
BoomSpikeSlab/man
BoomSpikeSlab/man/plot.logit.spike.residuals.Rd
BoomSpikeSlab/man/model.matrix.Rd
BoomSpikeSlab/man/summarize_spike_slab_coefficients.Rd
BoomSpikeSlab/man/plot.lm.spike.Rd
BoomSpikeSlab/man/plot.lm.spike.residuals.Rd
BoomSpikeSlab/man/spike.slab.glm.prior.Rd
BoomSpikeSlab/man/plot.logit.spike.fit.summary.Rd
BoomSpikeSlab/man/lm.spike.Rd
BoomSpikeSlab/man/plot.coefficients.Rd
BoomSpikeSlab/man/model.matrix.glm.spike.Rd
BoomSpikeSlab/man/mlm.spike.Rd
BoomSpikeSlab/man/plot.logit.spike.Rd
BoomSpikeSlab/man/logit.spike.Rd
BoomSpikeSlab/man/poisson.zellner.prior.Rd
BoomSpikeSlab/man/independent.student.spike.slab.prior.Rd
BoomSpikeSlab/man/plot.marginal.inclusion.probabilities.Rd
BoomSpikeSlab/man/residuals.lm.spike.Rd
BoomSpikeSlab/man/plot.poisson.spike.Rd
BoomSpikeSlab/man/print.summary.lm.spike.Rd
BoomSpikeSlab/man/summary.logit.spike.Rd
BoomSpikeSlab/man/make.spike.slab.prior.Rd
BoomSpikeSlab/man/poisson.spike.Rd
BoomSpikeSlab/man/predict.lm.spike.Rd
BoomSpikeSlab/man/probit.spike.Rd
BoomSpikeSlab/man/summary.lm.spike.Rd
BoomSpikeSlab/man/plot.model.size.Rd
BoomSpikeSlab/man/spike.slab.prior.base.Rd
BoomSpikeSlab/man/student.spike.slab.prior.Rd
BoomSpikeSlab/man/independent.spike.slab.prior.Rd
BoomSpikeSlab/man/mlm.spike.slab.prior.Rd
BoomSpikeSlab/man/logit.zellner.prior.Rd
BoomSpikeSlab/LICENSE