# 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).

- Author
- Peter Rossi <perossichi@gmail.com>
- Date of publication
- 2015-06-20 08:33:45
- Maintainer
- Peter Rossi <perossichi@gmail.com>
- License
- GPL (>= 2)
- Version
- 3.0-2
- URLs

## 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

## Files in this package

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 |