rbi is an R
interface to libbi, a library for Bayesian inference.
It mainly contains:
bi_model
class, to manipulate libbi modelslibbi
wrapper class, to perform Bayesian using libbi inference from within R,The easiest way to install the latest stable version of rbi is via CRAN:
install.packages("rbi")
Alternatively, the current development version can be installed using the remotes
package
# install.packages("remotes") library("remotes") install_github("sbfnk/rbi")
The rbi package has only been tested on GNU/Linux and OS X, but it should mostly work everywhere R
works.
If you want to use rbi as a wrapper to LibBi then you need a working version of LibBi. To install LibBi on a Mac, the easiest way is to install Homebrew, followed by (using a command shell, i.e. Terminal or similar):
```{sh install-libbi, eval = FALSE} brew install libbi
On linux, follow the [instructions](https://github.com/lawmurray/LibBi/blob/master/INSTALL_LINUX.md) provided with LibBi. The path to `libbi` script can be passed as an argument to **rbi**, otherwise the package tries to find it automatically using the `which` linux/unix command. If you just want to process the output from **LibBi**, then you do not need to have **LibBi** installed. Getting started ============== A good starting point is to look at the included demos: ```r demo(PZ_generate_dataset) ## generating a data set from a model demo(PZ_PMMH) ## particle Markov-chain Metropolis-Hastings demo(PZ_SMC2) ## SMC^2 demo(PZ_filtering) ## filtering
For further information, have a look at the introductory vignette from the link from the rbi CRAN package.
LibBi contains the get_traces
method which provides an interface to coda.
For higher-level methods to interact with LibBi, have a look at rbi.helpers.
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