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

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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.

Author
Daniel Sabanes Bove <daniel.sabanesbove@ifspm.uzh.ch>
Date of publication
2013-11-21 18:18:42
Maintainer
Daniel Sabanes Bove <daniel.sabanesbove@ifspm.uzh.ch>
License
GPL (>= 2)
Version
0.0-40

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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