sparsereg: Sparse Bayesian Models for Regression, Subgroup Analysis, and Panel Data
Version 1.2

Sparse modeling provides a mean selecting a small number of non-zero effects from a large possible number of candidate effects. This package includes a suite of methods for sparse modeling: estimation via EM or MCMC, approximate confidence intervals with nominal coverage, and diagnostic and summary plots. The method can implement sparse linear regression and sparse probit regression. Beyond regression analyses, applications include subgroup analysis, particularly for conjoint experiments, and panel data. Future versions will include extensions to models with truncated outcomes, propensity score, and instrumental variable analysis.

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AuthorMarc Ratkovic and Dustin Tingley
Date of publication2016-03-10 23:32:18
MaintainerMarc Ratkovic <ratkovic@princeton.edu>
LicenseGPL (>= 2)
Version1.2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("sparsereg")

Man pages

difference: Plotting difference in posterior estimates from a sparse...
plot.sparsereg: Plotting output from a sparse regression.
print.sparsereg: A summary of the estimated posterior mode of each parameter.
sparsereg: Sparse regression for experimental and observational data.
sparsereg-internal: Internal Sparsereg Functions
sparsereg-package: Sparse regression for experimental and observational data.
summary.sparsereg: Summaries for a sparse regression.
violinplot: Function for plotting posterior distribution of effects of...

Functions

difference Man page Source code
make.inter Man page Source code
make.inter.treat Man page Source code
make.interXX Man page Source code
make.justthreeway Man page Source code
make.threewayinter Man page Source code
makeinter_cpp Man page Source code
makethreeinter_cpp Man page Source code
plot.sparsereg Man page Source code
print.sparsereg Man page Source code
sparsereg Man page Source code
sparsereg-package Man page
summary.sparsereg Man page Source code
updateREs Man page Source code
updatebeta_cpp Man page Source code
violinplot Man page Source code

Files

src
src/Makevars
src/subgroup.cpp
src/makethreeinter.cpp
src/makeinter.cpp
src/Makevars.win
src/RcppExports.cpp
NAMESPACE
R
R/cleandata.R
R/updateREs.R
R/subgroup.R
R/utility.R
R/RcppExports.R
MD5
DESCRIPTION
ChangeLog
man
man/sparsereg.Rd
man/sparsereg-internal.Rd
man/summary.sparsereg.Rd
man/sparsereg-package.Rd
man/print.sparsereg.Rd
man/violinplot.Rd
man/plot.sparsereg.Rd
man/difference.Rd
sparsereg documentation built on May 19, 2017, 7:25 a.m.