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

View on R-Forge

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

Functions

aggregateModelsTable Man page
calculateModel Man page
checkModelConfigs Man page
CustomGPrior Man page
CustomGPrior-class Man page
dinvGamma Man page
empiricalHpd Man page
exhaustive Man page
expWithConst Man page
getBmaSamples Man page
getComputation Man page
getFamily Man page
getFitSamples Man page
getFunctionSamples Man page
getInclusionProbs Man page
getLogModelPrior Man page
getMcmc Man page
getQmatrix Man page
getRhos Man page
getSamples Man page
getSearch Man page
glmGetSamples Man page
glmModelData Man page
GPrior-class Man page
hyp2f1 Man page
HypergnPrior Man page
HypergnPrior-class Man page
HypergnPrior-initialize Man page
HypergPrior Man page
HypergPrior-class Man page
HypergPrior-initialize Man page
hypergsplines Man page
hypergsplines-package Man page
initialize,HypergnPrior-method Man page
initialize,HypergPrior-method Man page
initialize,InvGammaGPrior-method Man page
InvGammaGPrior Man page
InvGammaGPrior-class Man page
InvGammaGPrior-initialize Man page
is.bool Man page
is.posInt Man page
is.scalar Man page
linApproxDens Man page
logBFhypergn Man page
logHyp2f1Laplace Man page
makeBasis Man page
modelData Man page
pinvGamma Man page
plotCurveEstimate Man page
postOptimize Man page
qinvGamma Man page
rinvGamma Man page
rshrinkage Man page
scrBesag Man page
scrHpd Man page
stochSearch Man page
survModelData Man page

Files

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

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