bcgam

Bayesian Constrained Generalised Linear Models

CRAN Package

Fits generalised partial linear regression models using a Bayesian approach, where shape and smoothness constraints are imposed on nonparametrically modelled predictors through shape-restricted splines, and no constraints are imposed on optional parametrically modelled covariates. See Meyer et al. (2011) doi/10.1080/10485252.2011.597852 for more details. IMPORTANT: before installing 'bcgam', you need to install 'Rtools' (Windows) or 'Xcode' (Mac OS X). These are required for the correct installation of 'nimble' (https://r-nimble.org/download).


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