bayesGAM
Fit Multivariate Response Generalized Additive Models using Hamiltonian Monte Carlo
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.
- Version0.0.2
- R versionunknown
- LicenseGPL-3
- Needs compilation?Yes
- 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.
- Last release03/17/2022
Documentation
Team
Samuel Thomas
Wanzhu Tu
Show author detailsRolesContributorTrustees of Columbia University (R/rstanMethods.R)
Show author detailsRolesCopyright holder
Insights
Last 30 days
Last 365 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Imports15 packages
- Suggests1 package
- Linking To6 packages