CRAN/E | bayesGAM

bayesGAM

Fit Multivariate Response Generalized Additive Models using Hamiltonian Monte Carlo

Installation

About

The 'bayesGAM' package is designed to provide a user friendly option to fit univariate and multivariate response Generalized Additive Models (GAM) using Hamiltonian Monte Carlo (HMC) with few technical burdens. The functions in this package use 'rstan' (Stan Development Team 2020) to call 'Stan' routines that run the HMC simulations. The 'Stan' code for these models is already pre-compiled for the user. The programming formulation for models in 'bayesGAM' is designed to be familiar to analysts who fit statistical models in 'R'. Carpenter, B., Gelman, A., Hoffman, M. D., Lee, D., Goodrich, B., Betancourt, M., ... & Riddell, A. (2017). Stan: A probabilistic programming language. Journal of statistical software, 76(1). Stan Development Team. 2018. RStan: the R interface to Stan. R package version 2.17.3. Neal, Radford (2011) "Handbook of Markov Chain Monte Carlo" ISBN: 978-1420079418. Betancourt, Michael, and Mark Girolami. "Hamiltonian Monte Carlo for hierarchical models." Current trends in Bayesian methodology with applications 79.30 (2015): 2-4. Thomas, S., Tu, W. (2020) "Learning Hamiltonian Monte Carlo in R" , Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A., & Rubin, D. B. (2013) "Bayesian Data Analysis" ISBN: 978-1439840955, Agresti, Alan (2015) "Foundations of Linear and Generalized Linear Models ISBN: 978-1118730034, Pinheiro, J., Bates, D. (2006) "Mixed-effects Models in S and S-Plus" ISBN: 978-1441903174. Ruppert, D., Wand, M. P., & Carroll, R. J. (2003). Semiparametric regression (No. 12). Cambridge university press. ISBN: 978-0521785167.

System requirements GNU make

Key Metrics

Version 0.0.2
R ≥ 3.6
Published 2022-03-17 743 days ago
Needs compilation? yes
License GPL-3
CRAN checks bayesGAM results

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Maintainer

Maintainer

Samuel Thomas

samthoma@alumni.iu.edu

Authors

Samuel Thomas

cre / aut

Wanzhu Tu

ctb

Trustees of Columbia University

cph

(R/rstanMethods.R)

Material

README
NEWS
Reference manual
Package source

In Views

Bayesian

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

bayesGAM archive

Depends

R ≥ 3.6

Imports

bayesplot
boot
cluster
corrplot
ggplot2
graphics
gridExtra
loo
methods
mlbench
Rcpp ≥ 0.12.0
RcppParallel ≥ 5.0.1
rstan ≥ 2.18.1
rstantools ≥2.1.0.9000
SemiPar
stats
geometry
MASS

Suggests

testthat

LinkingTo

BH ≥ 1.66.0
Rcpp ≥ 0.12.0
RcppEigen ≥ 0.3.3.3.0
RcppParallel ≥ 5.0.1
rstan ≥ 2.18.1
StanHeaders ≥2.18.0