monomvn: Estimation for Multivariate Normal and Student-t Data with Monotone Missingness

Estimation of multivariate normal and student-t data of arbitrary dimension where the pattern of missing data is monotone. Through the use of parsimonious/shrinkage regressions (plsr, pcr, lasso, ridge, etc.), where standard regressions fail, the package can handle a nearly arbitrary amount of missing data. The current version supports maximum likelihood inference and a full Bayesian approach employing scale-mixtures for Gibbs sampling. Monotone data augmentation extends this Bayesian approach to arbitrary missingness patterns. A fully functional standalone interface to the Bayesian lasso (from Park & Casella), Normal-Gamma (from Griffin & Brown), Horseshoe (from Carvalho, Polson, & Scott), and ridge regression with model selection via Reversible Jump, and student-t errors (from Geweke) is also provided.

AuthorRobert B. Gramacy <rbg@vt.edu>
Date of publication2017-01-08 15:02:13
MaintainerRobert B. Gramacy <rbg@vt.edu>
LicenseLGPL
Version1.9-7
http://bobby.gramacy.com/r_packages/monomvn

View on CRAN

Functions

add.pe.QP Man page
addy Man page
adjust.elist.C Man page
bhs Man page
blasso Man page
blasso.cleanup Man page
bmonomvn Man page
bmonomvn.cleanup Man page
bmonomvn.read.traces Man page
bridge Man page
cement Man page
cement.miss Man page
check.QP Man page
check.start Man page
da.perm Man page
default.QP Man page
Ellik.norm Man page
get.lambda Man page
get.regress Man page
get.regress.C Man page
Igamma.inv Man page
kl.norm Man page
market Man page
market.test Man page
monomvn Man page
monomvn-package Man page
monomvn.solve.QP Man page
mvnpdf.C Man page
opt.ridge Man page
plot.blasso Man page
plot.monomvn Man page
plot.summary.monomvn Man page
postprocess.QP Man page
print.blasso Man page
print.monomvn Man page
print.summary.blasso Man page
print.summary.monomvn Man page
randmvn Man page
read.DA.trace Man page
read.muS.trace Man page
regress Man page
regress.fact Man page
regress.lars Man page
regress.ls Man page
regress.pls Man page
regress.ridge Man page
returns Man page
returns.test Man page
rgig.C Man page
rmono Man page
rmse.muS Man page
rwish Man page
summary.blasso Man page
summary.monomvn Man page
table2blasso Man page
Wishart Man page

Files

monomvn
monomvn/src
monomvn/src/rgig.c
monomvn/src/matrix.c
monomvn/src/Makevars
monomvn/src/rhelp.c
monomvn/src/blasso.h
monomvn/src/linalg.c
monomvn/src/hshoe.h
monomvn/src/rgig.h
monomvn/src/hshoe.c
monomvn/src/util.f
monomvn/src/bmonomvn.h
monomvn/src/nu.h
monomvn/src/ustructs.cc
monomvn/src/bmonomvn.cc
monomvn/src/blasso.cc
monomvn/src/rhelp.h
monomvn/src/solve.QP.f
monomvn/src/linalg.h
monomvn/src/ustructs.h
monomvn/src/nu.c
monomvn/src/matrix.h
monomvn/NAMESPACE
monomvn/data
monomvn/data/returns.rda
monomvn/data/market.test.rda
monomvn/data/market.rda
monomvn/data/cement.rda
monomvn/data/returns.test.rda
monomvn/data/cement.miss.rda
monomvn/R
monomvn/R/blasso.R monomvn/R/regress.R monomvn/R/addy.R monomvn/R/randmvn.R monomvn/R/default.QP.R monomvn/R/regress.ridge.R monomvn/R/regress.ls.R monomvn/R/regress.fact.R monomvn/R/rmono.R monomvn/R/kl.norm.R monomvn/R/regress.pls.R monomvn/R/monomvn.R monomvn/R/regress.lars.R monomvn/R/util.R monomvn/R/bmonomvn.R monomvn/R/rwish.R monomvn/R/bmonomvn.traces.R monomvn/R/blasso.s3.R monomvn/R/monomvn.s3.R
monomvn/MD5
monomvn/DESCRIPTION
monomvn/ChangeLog
monomvn/man
monomvn/man/monomvn.solve.QP.Rd monomvn/man/metrics.Rd monomvn/man/blasso.s3.Rd monomvn/man/monomvn.s3.Rd monomvn/man/rmono.Rd monomvn/man/bmonomvn.Rd monomvn/man/cement.Rd monomvn/man/randmvn.Rd monomvn/man/monomvn-package.Rd monomvn/man/plot.monomvn.Rd monomvn/man/monomvn.Rd monomvn/man/returns.Rd monomvn/man/monomvn-internal.Rd monomvn/man/default.QP.Rd monomvn/man/blasso.Rd monomvn/man/regress.Rd monomvn/man/rwish.Rd

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