hypergsplines: Bayesian model selection with penalised splines and hyper-g prior

This R-package implements Bayesian model selection with penalised splines, using a hyper-g prior for the parameters in the normal additive and the generalised additive model.

AuthorDaniel Sabanes Bove <daniel.sabanesbove@ifspm.uzh.ch>
Date of publication2013-11-21 18:18:42
MaintainerDaniel Sabanes Bove <daniel.sabanesbove@ifspm.uzh.ch>
LicenseGPL (>= 2)
Version0.0-40

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Man pages

aggregateModelsTable: Aggregate the models found by exhaustive or stochastic search

calculateModel: Calculate intermediate information for a specific model

checkModelConfigs: Check coherency of model configurations with data

CustomGPrior: Constructor for the custom g-prior class

CustomGPrior-class: The custom g-prior class

dinvGamma: Density function for the inverse gamma distribution

empiricalHpd: Construct an empirical HPD interval from samples

exhaustive: Evaluate all possible models

expWithConst: Exponentiate a vector of values plus a constant

getBmaSamples: Get posterior samples from the Bayesian Model Average (BMA)

getComputation: Collect the computation options

getFamily: Helper function for glmModelData: Extracts an S3 family...

getFitSamples: Extract fit samples on linear predictor scale from posterior...

getFunctionSamples: Extract function values samples from posterior coefficients...

getInclusionProbs: Extract posterior inclusion probabilities from the models...

getLogModelPrior: Get the log prior probability for a model

getMcmc: Collect the MCMC options

getQmatrix: Compute the Q matrix necessary for the offsets for survival...

getRhos: Compute the penalty parameters corresponding to degrees of...

getSamples: Get posterior samples for a specific model configuration

getSearch: Collect the search options, todo: really use this in the...

glmGetSamples: Get posterior samples for a specific model configuration for...

glmModelData: Process the data needed for modelling

GPrior-class: The virtual g-prior class

hyp2f1: Gauss hypergeometric function

HypergnPrior: Constructor for the "HypergnPrior" class

HypergnPrior-class: The hyper-g/n prior class

HypergnPrior-initialize: Initialization method for the "HypergnPrior" class

HypergPrior: Constructor for the hyper-g prior class

HypergPrior-class: The hyper-g prior class

HypergPrior-initialize: Initialization method for the "HypergPrior" class

hypergsplines-package: Bayesian model selection with penalized splines and hyper-g...

InvGammaGPrior: Constructor for the inverse gamma g-prior class

InvGammaGPrior-class: The inverse gamma g-prior class

InvGammaGPrior-initialize: Initialization method for the "InvGammaGPrior" class

is.bool: Predicate checking for a boolean option

is.posInt: Predicate checking for a scalar positive integer

is.scalar: Predicate checking for a scalar

linApproxDens: Test the C++ object class LinApproxDens

logBFhypergn: Compute the log Bayes Factor against the null model under...

logHyp2f1Laplace: Laplace approximation to the Gauss hypergeometric function

makeBasis: Construction of quantile-based linear spline basis

modelData: Process the data needed for modelling

pinvGamma: Cumulative distribution function for the inverse gamma...

plotCurveEstimate: Plot function value estimates

postOptimize: Post-optimizing a good model

qinvGamma: Quantile function for the inverse gamma distribution

rinvGamma: Generate random numbers from the inverse gamma distribution

rshrinkage: Sample from the model-specific posterior of the shrinkage...

scrBesag: Simultaneous credible band computation

scrHpd: Calculate an SCB from a samples matrix

stochSearch: Stochastic search for models with high posterior probability

survModelData: Process the data needed for survival models

Files in this package

hypergsplines/ChangeLog
hypergsplines/DESCRIPTION
hypergsplines/NAMESPACE
hypergsplines/R
hypergsplines/R/GPrior-classes.R hypergsplines/R/aggregateModelsTable.R hypergsplines/R/calculateModel.R hypergsplines/R/exhaustive.R hypergsplines/R/getBmaSamples.R hypergsplines/R/getFamily.R hypergsplines/R/getFitSamples.R hypergsplines/R/getFunctionSamples.R hypergsplines/R/getInclusionProbs.R hypergsplines/R/getLogModelPrior.R hypergsplines/R/getQmatrix.R hypergsplines/R/getRhos.R hypergsplines/R/getSamples.R hypergsplines/R/glmGetSamples.R hypergsplines/R/glmModelData.R hypergsplines/R/helpers.R hypergsplines/R/hpds.R hypergsplines/R/hyp2f1.R hypergsplines/R/hypergsplines-package.R hypergsplines/R/invGamma.R hypergsplines/R/linApproxDens.R hypergsplines/R/logBFhypergn.R hypergsplines/R/makeBasis.R hypergsplines/R/modelData.R hypergsplines/R/options.R hypergsplines/R/plotCurveEstimate.R hypergsplines/R/postOptimize.R hypergsplines/R/rshrinkage.R hypergsplines/R/stochSearch.R hypergsplines/R/survModelData.R
hypergsplines/build
hypergsplines/build/vignette.rds
hypergsplines/examples
hypergsplines/examples/aggregateModelsTable.R
hypergsplines/examples/calculateModel.R
hypergsplines/examples/exhaustive.R
hypergsplines/examples/getBmaSamples.R
hypergsplines/examples/getFitSamples.R
hypergsplines/examples/getFunctionSamples.R
hypergsplines/examples/getInclusionProbs.R
hypergsplines/examples/getLogModelPrior.R
hypergsplines/examples/getRhos.R
hypergsplines/examples/getSamples.R
hypergsplines/examples/glmGetSamples.R
hypergsplines/examples/glmModelData.R
hypergsplines/examples/hyp2f1.R
hypergsplines/examples/makeBasis.R
hypergsplines/examples/modelData.R
hypergsplines/examples/plotCurveEstimate.R
hypergsplines/examples/postOptimize.R
hypergsplines/examples/stochSearch.R
hypergsplines/examples/survModelData.R
hypergsplines/inst
hypergsplines/inst/CITATION
hypergsplines/inst/doc
hypergsplines/inst/doc/examples.R
hypergsplines/inst/doc/examples.Rnw
hypergsplines/inst/doc/examples.bib
hypergsplines/inst/doc/examples.pdf
hypergsplines/man
hypergsplines/man/CustomGPrior-class.Rd hypergsplines/man/CustomGPrior.Rd hypergsplines/man/GPrior-class.Rd hypergsplines/man/HypergPrior-class.Rd hypergsplines/man/HypergPrior-initialize.Rd hypergsplines/man/HypergPrior.Rd hypergsplines/man/HypergnPrior-class.Rd hypergsplines/man/HypergnPrior-initialize.Rd hypergsplines/man/HypergnPrior.Rd hypergsplines/man/InvGammaGPrior-class.Rd hypergsplines/man/InvGammaGPrior-initialize.Rd hypergsplines/man/InvGammaGPrior.Rd hypergsplines/man/aggregateModelsTable.Rd hypergsplines/man/calculateModel.Rd hypergsplines/man/checkModelConfigs.Rd hypergsplines/man/dinvGamma.Rd hypergsplines/man/empiricalHpd.Rd hypergsplines/man/exhaustive.Rd hypergsplines/man/expWithConst.Rd hypergsplines/man/getBmaSamples.Rd hypergsplines/man/getComputation.Rd hypergsplines/man/getFamily.Rd hypergsplines/man/getFitSamples.Rd hypergsplines/man/getFunctionSamples.Rd hypergsplines/man/getInclusionProbs.Rd hypergsplines/man/getLogModelPrior.Rd hypergsplines/man/getMcmc.Rd hypergsplines/man/getQmatrix.Rd hypergsplines/man/getRhos.Rd hypergsplines/man/getSamples.Rd hypergsplines/man/getSearch.Rd hypergsplines/man/glmGetSamples.Rd hypergsplines/man/glmModelData.Rd hypergsplines/man/hyp2f1.Rd hypergsplines/man/hypergsplines-package.Rd hypergsplines/man/is.bool.Rd hypergsplines/man/is.posInt.Rd hypergsplines/man/is.scalar.Rd hypergsplines/man/linApproxDens.Rd hypergsplines/man/logBFhypergn.Rd hypergsplines/man/logHyp2f1Laplace.Rd hypergsplines/man/makeBasis.Rd hypergsplines/man/modelData.Rd hypergsplines/man/pinvGamma.Rd hypergsplines/man/plotCurveEstimate.Rd hypergsplines/man/postOptimize.Rd hypergsplines/man/qinvGamma.Rd hypergsplines/man/rinvGamma.Rd hypergsplines/man/rshrinkage.Rd hypergsplines/man/scrBesag.Rd hypergsplines/man/scrHpd.Rd hypergsplines/man/stochSearch.Rd hypergsplines/man/survModelData.Rd
hypergsplines/src
hypergsplines/src/Makevars
hypergsplines/src/Makevars.win
hypergsplines/src/aggregateModelsTable.cpp
hypergsplines/src/backsolve.cpp
hypergsplines/src/backsolve.h
hypergsplines/src/calculateModel.cpp
hypergsplines/src/dataStructure.cpp
hypergsplines/src/dataStructure.h
hypergsplines/src/distributions.cpp
hypergsplines/src/distributions.h
hypergsplines/src/exhaustive.cpp
hypergsplines/src/exhaustive2.cpp
hypergsplines/src/functionWraps.cpp
hypergsplines/src/functionWraps.h
hypergsplines/src/getLogMargLikEst.cpp
hypergsplines/src/getLogMargLikEst.h
hypergsplines/src/getRho.cpp
hypergsplines/src/getRho.h
hypergsplines/src/glmExhaustive.cpp
hypergsplines/src/glmGetSamples.cpp
hypergsplines/src/glmLogMargLik.cpp
hypergsplines/src/glmStochSearch.cpp
hypergsplines/src/gpriors.h
hypergsplines/src/hyp2f1.cpp
hypergsplines/src/hyp2f1.h
hypergsplines/src/iwls.cpp
hypergsplines/src/iwls.h
hypergsplines/src/linApproxDens.cpp
hypergsplines/src/linApproxDens.h
hypergsplines/src/linalgInterface.cpp
hypergsplines/src/linalgInterface.h
hypergsplines/src/links.h
hypergsplines/src/logBFhyperg.cpp
hypergsplines/src/logBFhyperg.h
hypergsplines/src/logBFhypergn.cpp
hypergsplines/src/logBFhypergn.h
hypergsplines/src/logMargLik.cpp
hypergsplines/src/optimize.h
hypergsplines/src/random.cpp
hypergsplines/src/random.h
hypergsplines/src/rcppExport.h
hypergsplines/src/stochSearch.cpp
hypergsplines/src/sum.cpp
hypergsplines/src/sum.h
hypergsplines/src/types.h
hypergsplines/src/zdensity.cpp
hypergsplines/src/zdensity.h

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