Man pages for drkowal/dfosr
Dynamic Function-on-Scalars Regression

blockDiagCompute a block diagonal matrix w/ constant blocks
computeRhoCompute posterior predictive distribution of 'rho.lambda'
computeTimeRemainingEstimate the remaining time in the MCMC based on previous...
credBandsCompute Simultaneous Credible Bands
dfosrMCMC Sampling Algorithm for the Dynamic Function-on-Scalars...
dfosr_arMCMC Sampling Algorithm for the Dynamic Function-on-Scalars...
dfosr_basis_arMCMC Sampling Algorithm for the Dynamic Function-on-Scalars...
dfosr_indMCMC Sampling Algorithm for the Dynamic Function-on-Scalars...
dfosr_rwMCMC Sampling Algorithm for the Dynamic Function-on-Scalars...
dss_selectGroup lasso for matrix regression
dss_select_lassoLasso for matrix regression
ergMeanCompute the ergodic (running) mean.
fdlmMCMC Sampling Algorithm for the Functional Dynamic Linear...
fdlm_flcFactor Loading Curve Sampling Algorithm
fdlm_initInitialize the reduced-rank functional data model
forecast_dfosrForecast with a dynamic function-on-scalars regression model
fosrMCMC Sampling Algorithm for the Function-on-Scalars...
fosr_arMCMC Sampling Algorithm for the Function-on-Scalars...
fosr_gbpvCompute Global Bayesian P-Values
fosr_selectDecoupling shrinkage and selection for function-on-scalars...
getEffSizeSummarize of effective sample size
get_post_alpha_tildeCompute the posterior distrubution for the regression...
getSplineInfo_dConstruct the spline basis and penalty matrices
initCommonSVInitialize the (common) SV parameters
plot_curvePlot a curve given posterior samples
plot_factorsPlot the factors
plot_fittedPlot the Bayesian curve fitted values
plot_flcPlot the factor loading curves
sampleAR1Sample the AR(1) coefficient(s)
sampleARmuSample the unconditional mean in an AR(1) Model
sampleARphiSample the autoregressive coefficients in an AR(1) Model
sampleCommonLogVolsSample the latent log-volatilities, common to m-dimensional...
sampleCommonSVSample the (common) stochastic volatility parameters
sampleFastGaussianSample a Gaussian vector using the fast sampler of...
sampleFLCFactor Loading Curve Sampling Algorithm
sampleFLC_1Factor Loading Curve Sampling Algorithm for K=1
sampleFLC_consFactor Loading Curve Sampling Algorithm
sampleFLC_cons_1Factor Loading Curve Sampling Algorithm for K=1
sampleFLC_orthogFactor Loading Curve Sampling Algorithm
sample_lambdaFactor loading curve smoothing parameter sampler
sampleMGPMultiplicative Gamma Process (MGP) Sampler
simBaSCompute Simultaneous Band Scores (SimBaS)
simulate_dfosrSimulate a dynamic function-on-scalars regression model
simulate_fosrSimulate a function-on-scalar regression model
uni.sliceUnivariate Slice Sampler from Neal (2008)
drkowal/dfosr documentation built on June 4, 2019, 9:49 a.m.