bayesm: Bayesian Inference for Marketing/Micro-Econometrics

Covers many important models used in marketing and micro-econometrics applications. The package includes: Bayes Regression (univariate or multivariate dep var), Bayes Seemingly Unrelated Regression (SUR), Binary and Ordinal Probit, Multinomial Logit (MNL) and Multinomial Probit (MNP), Multivariate Probit, Negative Binomial (Poisson) Regression, Multivariate Mixtures of Normals (including clustering), Dirichlet Process Prior Density Estimation with normal base, Hierarchical Linear Models with normal prior and covariates, Hierarchical Linear Models with a mixture of normals prior and covariates, Hierarchical Multinomial Logits with a mixture of normals prior and covariates, Hierarchical Multinomial Logits with a Dirichlet Process prior and covariates, Hierarchical Negative Binomial Regression Models, Bayesian analysis of choice-based conjoint data, Bayesian treatment of linear instrumental variables models, Analysis of Multivariate Ordinal survey data with scale usage heterogeneity (as in Rossi et al, JASA (01)), Bayesian Analysis of Aggregate Random Coefficient Logit Models as in BLP (see Jiang, Manchanda, Rossi 2009) For further reference, consult our book, Bayesian Statistics and Marketing by Rossi, Allenby and McCulloch (Wiley 2005) and Bayesian Non- and Semi-Parametric Methods and Applications (Princeton U Press 2014).

AuthorPeter Rossi <perossichi@gmail.com>
Date of publication2015-06-20 08:33:45
MaintainerPeter Rossi <perossichi@gmail.com>
LicenseGPL (>= 2)
Version3.0-2
http://www.perossi.org/home/bsm-1

View on CRAN

Man pages

bank: Bank Card Conjoint Data of Allenby and Ginter (1995)

breg: Posterior Draws from a Univariate Regression with Unit Error...

cgetC: Obtain A List of Cut-offs for Scale Usage Problems

cheese: Sliced Cheese Data

clusterMix: Cluster Observations Based on Indicator MCMC Draws

condMom: Computes Conditional Mean/Var of One Element of MVN given All...

createX: Create X Matrix for Use in Multinomial Logit and Probit...

customerSat: Customer Satisfaction Data

detailing: Physician Detailing Data from Manchanda et al (2004)

eMixMargDen: Compute Marginal Densities of A Normal Mixture Averaged over...

fsh: Flush Console Buffer

ghkvec: Compute GHK approximation to Multivariate Normal Integrals

llmnl: Evaluate Log Likelihood for Multinomial Logit Model

llmnp: Evaluate Log Likelihood for Multinomial Probit Model

llnhlogit: Evaluate Log Likelihood for non-homothetic Logit Model

lndIChisq: Compute Log of Inverted Chi-Squared Density

lndIWishart: Compute Log of Inverted Wishart Density

lndMvn: Compute Log of Multivariate Normal Density

lndMvst: Compute Log of Multivariate Student-t Density

logMargDenNR: Compute Log Marginal Density Using Newton-Raftery Approx

margarine: Household Panel Data on Margarine Purchases

mixDen: Compute Marginal Density for Multivariate Normal Mixture

mixDenBi: Compute Bivariate Marginal Density for a Normal Mixture

mnlHess: Computes -Expected Hessian for Multinomial Logit

mnpProb: Compute MNP Probabilities

momMix: Compute Posterior Expectation of Normal Mixture Model Moments

nmat: Convert Covariance Matrix to a Correlation Matrix

numEff: Compute Numerical Standard Error and Relative Numerical...

orangeJuice: Store-level Panel Data on Orange Juice Sales

plot.bayesm.hcoef: Plot Method for Hierarchical Model Coefs

plot.bayesm.mat: Plot Method for Arrays of MCMC Draws

plot.bayesm.nmix: Plot Method for MCMC Draws of Normal Mixtures

rbayesBLP: Bayesian Analysis of Random Coefficient Logit Models Using...

rbiNormGibbs: Illustrate Bivariate Normal Gibbs Sampler

rbprobitGibbs: Gibbs Sampler (Albert and Chib) for Binary Probit

rdirichlet: Draw From Dirichlet Distribution

rDPGibbs: Density Estimation with Dirichlet Process Prior and Normal...

rhierBinLogit: MCMC Algorithm for Hierarchical Binary Logit

rhierLinearMixture: Gibbs Sampler for Hierarchical Linear Model

rhierLinearModel: Gibbs Sampler for Hierarchical Linear Model

rhierMnlDP: MCMC Algorithm for Hierarchical Multinomial Logit with...

rhierMnlRwMixture: MCMC Algorithm for Hierarchical Multinomial Logit with...

rhierNegbinRw: MCMC Algorithm for Negative Binomial Regression

rivDP: Linear "IV" Model with DP Process Prior for Errors

rivGibbs: Gibbs Sampler for Linear "IV" Model

rmixGibbs: Gibbs Sampler for Normal Mixtures w/o Error Checking

rmixture: Draw from Mixture of Normals

rmnlIndepMetrop: MCMC Algorithm for Multinomial Logit Model

rmnpGibbs: Gibbs Sampler for Multinomial Probit

rmultireg: Draw from the Posterior of a Multivariate Regression

rmvpGibbs: Gibbs Sampler for Multivariate Probit

rmvst: Draw from Multivariate Student-t

rnegbinRw: MCMC Algorithm for Negative Binomial Regression

rnmixGibbs: Gibbs Sampler for Normal Mixtures

rordprobitGibbs: Gibbs Sampler for Ordered Probit

rscaleUsage: MCMC Algorithm for Multivariate Ordinal Data with Scale Usage...

rsurGibbs: Gibbs Sampler for Seemingly Unrelated Regressions (SUR)

rtrun: Draw from Truncated Univariate Normal

runireg: IID Sampler for Univariate Regression

runiregGibbs: Gibbs Sampler for Univariate Regression

rwishart: Draw from Wishart and Inverted Wishart Distribution

Scotch: Survey Data on Brands of Scotch Consumed

simnhlogit: Simulate from Non-homothetic Logit Model

summary.bayesm.mat: Summarize Mcmc Parameter Draws

summary.bayesm.nmix: Summarize Draws of Normal Mixture Components

summary.bayesm.var: Summarize Draws of Var-Cov Matrices

tuna: Data on Canned Tuna Sales

Functions

bank Man page
breg Man page
cgetC Man page
cheese Man page
clusterMix Man page
condMom Man page
createX Man page
customerSat Man page
detailing Man page
eMixMargDen Man page
fsh Man page
ghkvec Man page
llmnl Man page
llmnp Man page
llnhlogit Man page
lndIChisq Man page
lndIWishart Man page
lndMvn Man page
lndMvst Man page
logMargDenNR Man page
margarine Man page
mixDen Man page
mixDenBi Man page
mnlHess Man page
mnpProb Man page
momMix Man page
nmat Man page
numEff Man page
orangeJuice Man page
plot.bayesm.hcoef Man page
plot.bayesm.mat Man page
plot.bayesm.nmix Man page
rbayesBLP Man page
rbiNormGibbs Man page
rbprobitGibbs Man page
rdirichlet Man page
rDPGibbs Man page
rhierBinLogit Man page
rhierLinearMixture Man page
rhierLinearModel Man page
rhierMnlDP Man page
rhierMnlRwMixture Man page
rhierNegbinRw Man page
rivDP Man page
rivGibbs Man page
rmixGibbs Man page
rmixture Man page
rmnlIndepMetrop Man page
rmnpGibbs Man page
rmultireg Man page
rmvpGibbs Man page
rmvst Man page
rnegbinRw Man page
rnmixGibbs Man page
rordprobitGibbs Man page
rscaleUsage Man page
rsurGibbs Man page
rtrun Man page
runireg Man page
runiregGibbs Man page
rwishart Man page
Scotch Man page
simnhlogit Man page
summary.bayesm.mat Man page
summary.bayesm.nmix Man page
summary.bayesm.var Man page
tuna Man page

Files

bayesm
bayesm/inst
bayesm/inst/include
bayesm/inst/include/bayesm.h
bayesm/src
bayesm/src/rmixGibbs_rcpp.cpp
bayesm/src/rDPGibbs_rcpp_loop.cpp
bayesm/src/Makevars
bayesm/src/rmvst_rcpp.cpp
bayesm/src/rmnpGibbs_rcpp_loop.cpp
bayesm/src/runireg_rcpp_loop.cpp
bayesm/src/rhierLinearMixture_rcpp_loop.cpp
bayesm/src/lndMvn_rcpp.cpp
bayesm/src/llmnl_rcpp.cpp
bayesm/src/functionTiming.cpp
bayesm/src/rivDP_rcpp_loop.cpp
bayesm/src/rwishart_rcpp.cpp
bayesm/src/lndIChisq_rcpp.cpp
bayesm/src/rnmixGibbs_rcpp_loop.cpp
bayesm/src/lndMvst_rcpp.cpp
bayesm/src/rdirichlet_rcpp.cpp
bayesm/src/rhierLinearModel_rcpp_loop.cpp
bayesm/src/utilityFunctions.cpp
bayesm/src/rordprobitGibbs_rcpp_loop.cpp
bayesm/src/rhierMnlRwMixture_rcpp_loop.cpp
bayesm/src/bayesBLP_rcpp_loop.cpp
bayesm/src/ghkvec_rcpp.cpp
bayesm/src/rivgibbs_rcpp_loop.cpp
bayesm/src/rmultireg_rcpp.cpp
bayesm/src/rcppexports.cpp
bayesm/src/rsurGibbs_rcpp_loop.cpp
bayesm/src/rnegbinRw_rcpp_loop.cpp
bayesm/src/rscaleUsage_rcpp_loop.cpp
bayesm/src/runiregGibbs_rcpp_loop.cpp
bayesm/src/clusterMix_rcpp_loop.cpp
bayesm/src/rtrun_rcpp.cpp
bayesm/src/Makevars.win
bayesm/src/rhierNegbinRw_rcpp_loop.cpp
bayesm/src/rmixture_rcpp.cpp
bayesm/src/rmvpGibbs_rcpp_loop.cpp
bayesm/src/cgetC_rcpp.cpp
bayesm/src/rmnlIndepMetrop_rcpp_loop.cpp
bayesm/src/lndIWishart_rcpp.cpp
bayesm/src/breg_rcpp.cpp
bayesm/src/rbprobitGibbs_rcpp_loop.cpp
bayesm/src/rhierMnlDP_rcpp_loop.cpp
bayesm/NAMESPACE
bayesm/data
bayesm/data/detailing.rda
bayesm/data/bank.rda
bayesm/data/orangeJuice.rda
bayesm/data/tuna.rda
bayesm/data/margarine.rda
bayesm/data/Scotch.rda
bayesm/data/cheese.rda
bayesm/data/customerSat.rda
bayesm/R
bayesm/R/runireggibbs_rcpp.r
bayesm/R/nmat.R bayesm/R/condMom.R
bayesm/R/runireg_rcpp.r
bayesm/R/momMix.R
bayesm/R/rnegbinrw_rcpp.r
bayesm/R/simnhlogit.R bayesm/R/llmnp.R
bayesm/R/rordprobitgibbs_rcpp.r
bayesm/R/rhiernegbinrw_rcpp.r
bayesm/R/mixDenBi.R bayesm/R/createX.R bayesm/R/plot.bayesm.nmix.R bayesm/R/logMargDenNR.R bayesm/R/mnpProb.R bayesm/R/BayesmFunctions.R
bayesm/R/rdpgibbs_rcpp.r
bayesm/R/rmnlIndepMetrop_rcpp.R bayesm/R/rbayesBLP_rcpp.R bayesm/R/numEff.R bayesm/R/eMixMargDen.R bayesm/R/mixDen.R bayesm/R/fsh.R
bayesm/R/rbprobitgibbs_rcpp.r
bayesm/R/summary.bayesm.mat.R
bayesm/R/rsurgibbs_rcpp.r
bayesm/R/rivGibbs_rcpp.R
bayesm/R/rmnpgibbs_rcpp.r
bayesm/R/BayesmConstants.R
bayesm/R/rcppexports.r
bayesm/R/plot.bayesm.hcoef.R bayesm/R/plot.bayesm.mat.R bayesm/R/rhierLinearModel_rcpp.R
bayesm/R/rnmixgibbs_rcpp.r
bayesm/R/rbiNormGibbs.R bayesm/R/summary.bayesm.var.R
bayesm/R/rhierLinearMixture_rcpp.r
bayesm/R/llnhlogit.R
bayesm/R/rmvpgibbs_rcpp.r
bayesm/R/rhierBinLogit.R
bayesm/R/rscaleusage_rcpp.r
bayesm/R/summary.bayesm.nmix.R
bayesm/R/rhierMnlDP_rcpp.r
bayesm/R/rhierMnlRwMixture_rcpp.r
bayesm/R/clusterMix_rcpp.R bayesm/R/mnlHess.R bayesm/R/rivDP_rcpp.R
bayesm/MD5
bayesm/DESCRIPTION
bayesm/man
bayesm/man/simnhlogit.Rd bayesm/man/rmnlIndepMetrop.Rd bayesm/man/summary.bayesm.mat.Rd bayesm/man/ghkvec.Rd bayesm/man/clusterMix.Rd bayesm/man/mixDenBi.Rd bayesm/man/rbayesBLP.Rd bayesm/man/rnegbinRw.Rd bayesm/man/rhierNegbinRw.Rd bayesm/man/rhierLinearModel.Rd bayesm/man/llnhlogit.Rd bayesm/man/rbprobitGibbs.Rd bayesm/man/rmvst.Rd bayesm/man/rmultireg.Rd bayesm/man/runireg.Rd bayesm/man/cgetC.Rd bayesm/man/lndMvn.Rd bayesm/man/mixDen.Rd bayesm/man/lndIWishart.Rd bayesm/man/lndMvst.Rd bayesm/man/lndIChisq.Rd bayesm/man/rmnpGibbs.Rd bayesm/man/nmat.Rd bayesm/man/orangeJuice.Rd bayesm/man/rdirichlet.Rd bayesm/man/momMix.Rd bayesm/man/mnpProb.Rd bayesm/man/tuna.Rd bayesm/man/mnlHess.Rd bayesm/man/Scotch.Rd bayesm/man/rnmixGibbs.Rd bayesm/man/rtrun.Rd bayesm/man/rmixGibbs.Rd bayesm/man/rbiNormGibbs.Rd bayesm/man/rhierMnlDP.Rd bayesm/man/rhierBinLogit.Rd bayesm/man/rscaleUsage.Rd bayesm/man/eMixMargDen.Rd bayesm/man/rivGibbs.Rd bayesm/man/plot.bayesm.hcoef.Rd bayesm/man/breg.Rd bayesm/man/rhierLinearMixture.Rd bayesm/man/condMom.Rd bayesm/man/llmnp.Rd bayesm/man/rmvpGibbs.Rd bayesm/man/logMargDenNR.Rd bayesm/man/rhierMnlRwMixture.Rd bayesm/man/customerSat.Rd bayesm/man/margarine.Rd bayesm/man/summary.bayesm.var.Rd bayesm/man/summary.bayesm.nmix.Rd bayesm/man/plot.bayesm.mat.Rd bayesm/man/rsurGibbs.Rd bayesm/man/llmnl.Rd bayesm/man/bank.Rd bayesm/man/rmixture.Rd bayesm/man/rDPGibbs.Rd bayesm/man/createX.Rd bayesm/man/plot.bayesm.nmix.Rd bayesm/man/rordprobitGibbs.Rd bayesm/man/fsh.Rd bayesm/man/numEff.Rd bayesm/man/cheese.Rd bayesm/man/detailing.Rd bayesm/man/runiregGibbs.Rd bayesm/man/rwishart.Rd bayesm/man/rivDP.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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All documentation is copyright its authors; we didn't write any of that.