MSIMST
Bayesian Monotonic Single-Index Regression Model with the Skew-T Likelihood
Incorporates a Bayesian monotonic single-index mixed-effect model with a multivariate skew-t likelihood, specifically designed to handle survey weights adjustments. Features include a simulation program and an associated Gibbs sampler for model estimation. The single-index function is constrained to be monotonic increasing, utilizing a customized Gaussian process prior for precise estimation. The model assumes random effects follow a canonical skew-t distribution, while residuals are represented by a multivariate Student-t distribution. Offers robust Bayesian adjustments to integrate survey weight information effectively.
- Version1.1
- R version≥ 3.4.0
- LicenseGPL (≥ 3)
- Needs compilation?Yes
- Last release09/16/2024
Documentation
Team
Qingyang Liu
Dipankar Bandyopadhyay
Show author detailsRolesAuthorDebdeep Pati
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- Imports6 packages
- Suggests4 packages
- Linking To2 packages