Bayesian Monotonic Single-Index Regression Model with the Skew-T Likelihood
Overview
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.
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- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-04-22
- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-03-10
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People & History
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 1.1Latest2024-09-16 · current release
- RR 4.4.0 released · 2024-04-24
Package metadata
- First published
- 2024-09-16
- Total releases
- 1 / 2 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.4.0
- Download size
- 704 KB
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