Package: surbayes 0.1.2
Ethan Alt
surbayes: Bayesian Analysis of Seemingly Unrelated Regression Models
Implementation of the direct Monte Carlo approach of Zellner and Ando (2010) <doi:10.1016/j.jeconom.2010.04.005> to sample from posterior of Seemingly Unrelated Regression (SUR) models. In addition, a Gibbs sampler is implemented that allows the user to analyze SUR models using the power prior.
Authors:
surbayes_0.1.2.tar.gz
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surbayes_0.1.2.tgz(r-4.4-x86_64)surbayes_0.1.2.tgz(r-4.4-arm64)surbayes_0.1.2.tgz(r-4.3-x86_64)surbayes_0.1.2.tgz(r-4.3-arm64)
surbayes_0.1.2.tar.gz(r-4.5-noble)surbayes_0.1.2.tar.gz(r-4.4-noble)
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surbayes.pdf |surbayes.html✨
surbayes/json (API)
NEWS
| # Install 'surbayes' in R: |
| install.packages('surbayes', repos = c('https://ethan-alt.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/ethan-alt/surbayes/issues
Last updated 4 years agofrom:293a6ad283. Checks:OK: 1 NOTE: 8. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 05 2024 |
| R-4.5-win-x86_64 | NOTE | Nov 05 2024 |
| R-4.5-linux-x86_64 | NOTE | Nov 05 2024 |
| R-4.4-win-x86_64 | NOTE | Nov 05 2024 |
| R-4.4-mac-x86_64 | NOTE | Nov 05 2024 |
| R-4.4-mac-aarch64 | NOTE | Nov 05 2024 |
| R-4.3-win-x86_64 | NOTE | Nov 05 2024 |
| R-4.3-mac-x86_64 | NOTE | Nov 05 2024 |
| R-4.3-mac-aarch64 | NOTE | Nov 05 2024 |
Exports:sur_samplesur_sample_dmcsur_sample_powerprior
Dependencies:data.tablejsonlitelatticeMatrixRcppRcppArmadillorlistXMLyaml
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Sample from predictive posterior density C++ helper | predict_surbayes_cpp |
| Get one sample from predictive posterior of SUR | predict_surbayes_helper |
| Get predictive posterior samples | predict.surbayes |
| Sample Sigma via Gibbs for SUR model | sample_sigma |
| Sample from seemingly unrelated regression | sur_sample |
| Helper function to sample covariance | sur_sample_cov_helper_cpp |
| Sample from SUR via Direct Monte Carlo (C++ version) | sur_sample_cpp |
| Sample SUR model via direct Monte Carlo | sur_sample_dmc |
| Power Prior Gibbs sampling | sur_sample_gibbs_cpp |
| Sample from SUR posterior via power prior | sur_sample_powerprior |