bfp: Bayesian Fractional Polynomials

Implements the Bayesian paradigm for fractional polynomial models under the assumption of normally distributed error terms.

AuthorDaniel Sabanes Bove <sabanesd@roche.com>
Date of publication2016-05-30 17:31:55
MaintainerDaniel Sabanes Bove <sabanesd@roche.com>
LicenseGPL (>= 2)
Version0.0-31

View on CRAN

Man pages

as.data.frame.BayesMfp: Convert a BayesMfp object to a data frame

BayesMfp: Bayesian model inference for multiple fractional polynomial...

BayesMfpMethods: Other methods for BayesMfp objects

bmaPredict: BMA prediction for new data points

BmaSamples: Bayesian model averaging over multiple fractional polynomial...

BmaSamplesMethods: Other methods for BmaSamples objects

constructNewdataMatrix: Construct the model matrix for new data based on an existing...

empiricalHpd: Construct an empirical HPD interval from samples

Extract.BayesMfp: Extract method for BayesMfp objects

findModel: Find a specific fractional polynomial model in a BayesMfp...

fpScale: Internal function for shifting and rescaling a fractional...

getDesignMatrix: Extract the design matrix of a multiple FP model.

getFpTransforms: Internal functions to handle FP transforms.

getLogMargLik: Extract log marginal likelihood from a model.

getLogPrior: Extract the log prior probability from a model.

getPosteriorParms: Extract updated posterior parameters for the normal inverse...

getPostExpectedgAndShrinkage: Extract posterior expected g and shrinkage factor (g/(1+g))...

inclusionProbs: Compute (model averaged) posterior variable inclusion...

invGamma: Functions for the inverse gamma distribution.

ozone: Ozone data from Breiman and Friedman, 1985

plotCurveEstimate: Generic function for plotting a fractional polynomial curve...

posteriors: Extract posterior model probability estimates from BayesMfp...

predict.BayesMfp: Predict method for BayesMfp objects

predict.BmaSamples: Predict method to extract point and interval predictions from...

rmvt: Multivariate Student Random Deviates

rshrinkage: Sample from the model-specific posterior of the shrinkage...

scrBesag: Simultaneous credible band computation (Besag algorithm)

scrHpd: Calculate an SCB from a samples matrix

summary.BayesMfp: Calculate and print the summary of a BayesMfp object

summary.BmaSamples: Calculate and print the summary of a BmaSamples object

transformMfp: Transform a fitted mfp model into a BayesMfp model

Files in this package

bfp
bfp/inst
bfp/inst/examples
bfp/inst/examples/simulation.R
bfp/inst/CITATION
bfp/tests
bfp/tests/testSimulation.R
bfp/tests/shrinkage.R
bfp/tests/test.R
bfp/tests/dep.R
bfp/src
bfp/src/Makevars
bfp/src/hyperg.cpp
bfp/src/hyperg.h
bfp/src/const.c
bfp/src/RnewMat.h
bfp/src/RnewMat.cpp
bfp/src/scripts
bfp/src/scripts/SOURCES.mkf
bfp/src/conversions.h
bfp/src/mtherr.c
bfp/src/dataStructure.cpp
bfp/src/conversions.cpp
bfp/src/hyp2f1.c
bfp/src/sum.h
bfp/src/newmat
bfp/src/newmat/hholder.cpp
bfp/src/newmat/nm_misc.cpp
bfp/src/newmat/myexcept.h
bfp/src/newmat/newmatnl.h
bfp/src/newmat/Makefile
bfp/src/newmat/newmat1.cpp
bfp/src/newmat/newmatnl.cpp
bfp/src/newmat/newmatio.h
bfp/src/newmat/newmat9.cpp
bfp/src/newmat/newmat8.cpp
bfp/src/newmat/cholesky.cpp
bfp/src/newmat/newmat3.cpp
bfp/src/newmat/jacobi.cpp
bfp/src/newmat/newmatrm.h
bfp/src/newmat/newmat.h
bfp/src/newmat/myexcept.cpp
bfp/src/newmat/bandmat.cpp
bfp/src/newmat/evalue.cpp
bfp/src/newmat/precisio.h
bfp/src/newmat/newmat6.cpp
bfp/src/newmat/nm11.htm
bfp/src/newmat/newmatap.h
bfp/src/newmat/newmat5.cpp
bfp/src/newmat/newmatrm.cpp
bfp/src/newmat/newfft.cpp
bfp/src/newmat/newmat7.cpp
bfp/src/newmat/newmat2.cpp
bfp/src/newmat/sort.cpp
bfp/src/newmat/fft.cpp
bfp/src/newmat/controlw.h
bfp/src/newmat/submat.cpp
bfp/src/newmat/svd.cpp
bfp/src/newmat/include.h
bfp/src/newmat/newmatex.cpp
bfp/src/newmat/newmatrc.h
bfp/src/newmat/newmat4.cpp
bfp/src/bayesMfp.cpp
bfp/src/types.h
bfp/src/rcppExport.h
bfp/src/combinatorics.cpp
bfp/src/combinatorics.h
bfp/src/dataStructure.h
bfp/src/mconf.h
bfp/NAMESPACE
bfp/demo
bfp/demo/00Index
bfp/demo/ozone.R
bfp/data
bfp/data/ozone.RData
bfp/R
bfp/R/scrBesag.R bfp/R/plotCurveEstimate.R bfp/R/plotCurveEstimate.BmaSamples.R bfp/R/fpScale.R bfp/R/getFpTransforms.R bfp/R/BayesMfp.R bfp/R/BmaSamples.R bfp/R/getLogPrior.R bfp/R/getPosteriorParms.R bfp/R/constructNewdataMatrix.R bfp/R/summary.BayesMfp.R bfp/R/plotCurveEstimate.BayesMfp.R bfp/R/transformMfp.R bfp/R/scrHpd.R bfp/R/getPostExpectedgAndShrinkage.R bfp/R/findModel.R bfp/R/BmaSamplesMethods.R bfp/R/getDesignMatrix.R bfp/R/invGamma.R bfp/R/getLogMargLik.R bfp/R/BayesMfpMethods.R bfp/R/empiricalHpd.R bfp/R/posteriors.R bfp/R/inclusionProbs.R bfp/R/summary.BmaSamples.R bfp/R/bmaPredict.R bfp/R/rshrinkage.R bfp/R/rmvt.R
bfp/MD5
bfp/DESCRIPTION
bfp/ChangeLog
bfp/man
bfp/man/invGamma.Rd bfp/man/BmaSamples.Rd bfp/man/rshrinkage.Rd bfp/man/transformMfp.Rd bfp/man/predict.BmaSamples.Rd bfp/man/scrBesag.Rd bfp/man/Extract.BayesMfp.Rd bfp/man/getLogMargLik.Rd bfp/man/as.data.frame.BayesMfp.Rd bfp/man/constructNewdataMatrix.Rd bfp/man/rmvt.Rd bfp/man/scrHpd.Rd bfp/man/BayesMfp.Rd bfp/man/getDesignMatrix.Rd bfp/man/summary.BayesMfp.Rd bfp/man/fpScale.Rd bfp/man/predict.BayesMfp.Rd bfp/man/getPostExpectedgAndShrinkage.Rd bfp/man/empiricalHpd.Rd bfp/man/BmaSamplesMethods.Rd bfp/man/getPosteriorParms.Rd bfp/man/plotCurveEstimate.Rd bfp/man/getLogPrior.Rd bfp/man/inclusionProbs.Rd bfp/man/ozone.Rd bfp/man/BayesMfpMethods.Rd bfp/man/summary.BmaSamples.Rd bfp/man/bmaPredict.Rd bfp/man/getFpTransforms.Rd bfp/man/findModel.Rd bfp/man/posteriors.Rd

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

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