bsamGP: Bayesian Spectral Analysis Models using Gaussian Process Priors
Version 1.1.1

Contains functions to perform Bayesian inference using a spectral analysis of Gaussian process priors. Gaussian processes are represented with a Fourier series based on cosine basis functions. Currently the package includes parametric linear models, partial linear additive models with/without shape restrictions, generalized linear additive models with/without shape restrictions, and density estimation model. To maximize computational efficiency, the actual Markov chain Monte Carlo sampling for each model is done using codes written in FORTRAN 90. This software has been developed using funding supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education (no. NRF-2016R1D1A1B03932178 and no. NRF-2017R1D1A3B03035235).

Getting started

Package details

AuthorSeongil Jo [aut, cre], Taeryon Choi [aut], Beomjo Park [aut, cre], Peter J. Lenk [ctb]
Date of publication2017-11-27 04:21:25 UTC
MaintainerBeomjo Park <[email protected]>
LicenseGPL (>= 2)
Version1.1.1
URL http://statlab2.korea.ac.kr/software/bsam
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("bsamGP")

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bsamGP documentation built on Nov. 27, 2017, 9:02 a.m.