bdpopt: Optimisation of Bayesian Decision Problems

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Optimisation of the expected utility in single-stage and multi-stage Bayesian decision problems. The expected utility is estimated by simulation. For single-stage problems, JAGS is used to draw MCMC samples.

Author
Sebastian Jobjrnsson [aut, cre]
Date of publication
2016-03-30 10:14:45
Maintainer
Sebastian Jobjrnsson <jobjorns@chalmers.se>
License
GPL-2
Version
1.0-1

View on CRAN

Man pages

create_normal_model
Create Normal Emax Model
create_normal_model_from_file
Create Normal Emax Model From File
create_utility_function
Create Utility Function For The Normal Model
diag_mcmc_list
MCMC List For Diagnostic Evaluation
diag_mcmc_list_sim_model
MCMC List For Diagnostic Evaluation
eval_eu
Evaluate Expected Utility
eval_eu_sim_model
Evaluate Expected Utility
eval_on_grid
Evaluate Expected Utility On A Grid
eval_on_grid_sim_model
Evaluate Expected Utility On A Grid
fit_gpr
Fit A Gaussian Process Regression Function
fit_gpr_sim_model
Fit A Gaussian Process Regression Function
fit_loess
Fit A Local Polynomial Regression Function
fit_loess_sim_model
Fit A Local Polynomial Regression Function
n_opt
Optimise A Simple Normal Model
optimise_eu
Optimise Expected Utility
optimise_eu_sim_model
Optimise Expected Utility
optimise_sequential_eu
Optimise Sequential Expected Utility
optimise_sequential_normal_eu
Optimise A Sequential Normal Decision Problem
plot_sim_model
Plot The Results Contained In Simulation Model Object
print_sim_model
Print Status Of Simulation Model Object
sequential_dp
Construct A Sequential Decision Problem
sequential_normal_dp
Create A Sequential Normal Decision Problem
sim_model
Construct A Simulation Model Object

Files in this package

bdpopt
bdpopt/inst
bdpopt/inst/extdata
bdpopt/inst/extdata/normal_model_jags_model.R
bdpopt/inst/extdata/normal_model_jags_data.R
bdpopt/inst/extdata/n_opt_jags_model.R
bdpopt/inst/doc
bdpopt/inst/doc/bdpopt_vignette.R
bdpopt/inst/doc/bdpopt_vignette.Rnw
bdpopt/inst/doc/bdpopt_vignette.pdf
bdpopt/NAMESPACE
bdpopt/R
bdpopt/R/utils.R
bdpopt/R/sequential_normal_dp.R
bdpopt/R/n_opt.R
bdpopt/R/normal_model.R
bdpopt/R/sequential.R
bdpopt/R/gpr.R
bdpopt/R/sim_model.R
bdpopt/R/grid.R
bdpopt/vignettes
bdpopt/vignettes/bdpopt_vignette.Rnw
bdpopt/MD5
bdpopt/build
bdpopt/build/vignette.rds
bdpopt/DESCRIPTION
bdpopt/man
bdpopt/man/print_sim_model.Rd
bdpopt/man/fit_gpr.Rd
bdpopt/man/diag_mcmc_list_sim_model.Rd
bdpopt/man/create_normal_model_from_file.Rd
bdpopt/man/optimise_eu_sim_model.Rd
bdpopt/man/optimise_eu.Rd
bdpopt/man/sequential_normal_dp.Rd
bdpopt/man/eval_eu.Rd
bdpopt/man/eval_on_grid.Rd
bdpopt/man/fit_loess_sim_model.Rd
bdpopt/man/fit_gpr_sim_model.Rd
bdpopt/man/sequential_dp.Rd
bdpopt/man/optimise_sequential_eu.Rd
bdpopt/man/create_utility_function.Rd
bdpopt/man/n_opt.Rd
bdpopt/man/sim_model.Rd
bdpopt/man/fit_loess.Rd
bdpopt/man/eval_eu_sim_model.Rd
bdpopt/man/eval_on_grid_sim_model.Rd
bdpopt/man/optimise_sequential_normal_eu.Rd
bdpopt/man/plot_sim_model.Rd
bdpopt/man/diag_mcmc_list.Rd
bdpopt/man/create_normal_model.Rd