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

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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.

Author
Terrance Savitsky
Date of publication
2016-08-16 01:53:09
Maintainer
Terrance Savitsky <tds151@gmail.com>
License
GPL (>= 3)
Version
0.13

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