growfunctions: Bayesian Non-Parametric Dependent Models for Time-Indexed Functional Data

Estimates a collection of time-indexed functions under either of Gaussian process (GP) or intrinsic Gaussian Markov random field (iGMRF) prior formulations where a Dirichlet process mixture allows sub-groupings of the functions to share the same covariance or precision parameters. The GP and iGMRF formulations both support any number of additive covariance or precision terms, respectively, expressing either or both of multiple trend and seasonality.

AuthorTerrance Savitsky
Date of publication2016-08-16 01:53:09
MaintainerTerrance Savitsky <tds151@gmail.com>
LicenseGPL (>= 3)
Version0.13

View on CRAN

Man pages

cluster_plot: Plot estimated functions for experimental units faceted by...

cps: Monthly employment counts from 1990 - 2013 from the Current...

fit_compare: Side-by-side plot panels that compare latent function values...

gen_informative_sample: Generate a finite population and take an informative single...

gmrfdpgrow: Bayesian instrinsic Gaussian Markov Random Field model for...

gmrfdpPost: Run a Bayesian functional data model under an instrinsic GMRF...

gpBFixPost: Run a Bayesian functional data model under a GP prior with a...

gpdpbPost: Run a Bayesian functional data model under a GP prior whose...

gpdpgrow: Bayesian non-parametric dependent Gaussian process model for...

gpdpPost: Run a Bayesian functional data model under a GP prior whose...

gpFixPost: Run a Bayesian functional data model under a GP prior whose...

gpPost: Run a Bayesian functional data model under a GP prior whose...

growfunctions-package: Bayesian Non-Parametric Models for Estimating a Set of...

informative_plot: Plot credible intervals for parameters to compare ignoring...

MSPE: Compute normalized mean squared prediction error based on...

plot_cluster: Plot estimated functions, facetted by cluster numbers, for a...

predict_functions: Use the model-estimated covariance parameters from gpdpgrow()...

predict_functions.gmrfdpgrow: Use the model-estimated iGMRF precision parameters from...

predict_functions.gpdpgrow: Use the model-estimated GP covariance parameters from...

predict_plot: Plot estimated functions both at estimated and predicted time...

samples: Produce samples of MCMC output

samples.gmrfdpgrow: Produce samples of MCMC output

Files in this package

growfunctions
growfunctions/inst
growfunctions/inst/CITATION
growfunctions/tests
growfunctions/tests/testthat
growfunctions/tests/testthat/test-gmrfdpgrow.R
growfunctions/tests/testthat/test-gpdpgrow.R
growfunctions/tests/test-all.R
growfunctions/src
growfunctions/src/utility.cpp
growfunctions/src/growfunctions.h
growfunctions/src/gp.cpp
growfunctions/src/Makevars
growfunctions/src/gpdpbmix.cpp
growfunctions/src/dpmix_moves.cpp
growfunctions/src/gpdpmix.cpp
growfunctions/src/dpmix.cpp
growfunctions/src/gpdpmix_moves.cpp
growfunctions/src/gen_bb.cpp
growfunctions/src/gpbfix.cpp
growfunctions/src/gpfix.cpp
growfunctions/src/Makevars.win
growfunctions/src/lsqcluster_cpp.cpp
growfunctions/NAMESPACE
growfunctions/NEWS
growfunctions/data
growfunctions/data/cps.RData
growfunctions/R
growfunctions/R/gpdpgrow.R growfunctions/R/plot_cluster.R growfunctions/R/gen_informative_sample.R growfunctions/R/gp_cluster_plot.R growfunctions/R/gmrfdpgrow.R growfunctions/R/gp_informative_compare_plot.R growfunctions/R/cps.R growfunctions/R/help.R growfunctions/R/predict_plot.R growfunctions/R/MSPE.R growfunctions/R/gp_car_fit_compare_facet.R
growfunctions/MD5
growfunctions/build
growfunctions/build/partial.rdb
growfunctions/DESCRIPTION
growfunctions/man
growfunctions/man/growfunctions-package.Rd growfunctions/man/gpFixPost.Rd growfunctions/man/gpdpPost.Rd growfunctions/man/MSPE.Rd growfunctions/man/samples.gmrfdpgrow.Rd growfunctions/man/plot_cluster.Rd growfunctions/man/informative_plot.Rd growfunctions/man/gmrfdpPost.Rd growfunctions/man/gmrfdpgrow.Rd growfunctions/man/cps.Rd growfunctions/man/gpBFixPost.Rd growfunctions/man/gen_informative_sample.Rd growfunctions/man/predict_plot.Rd growfunctions/man/predict_functions.gpdpgrow.Rd growfunctions/man/gpPost.Rd growfunctions/man/gpdpgrow.Rd growfunctions/man/fit_compare.Rd growfunctions/man/samples.Rd growfunctions/man/gpdpbPost.Rd growfunctions/man/cluster_plot.Rd growfunctions/man/predict_functions.Rd growfunctions/man/predict_functions.gmrfdpgrow.Rd

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

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