Bayesian Methods and Graphical Model Structures for Statistical Modeling
Overview
A set of frequently used Bayesian parametric and nonparametric model structures, as well as a set of tools for common analytical tasks. Structures include linear Gaussian systems, Gaussian and Normal-Inverse-Wishart conjugate structure, Gaussian and Normal-Inverse-Gamma conjugate structure, Categorical and Dirichlet conjugate structure, Dirichlet Process on positive integers, Dirichlet Process in general, Hierarchical Dirichlet Process ... Tasks include updating posteriors, sampling from posteriors, calculating marginal likelihood, calculating posterior predictive densities, sampling from posterior predictive distributions, calculating "Maximum A Posteriori" (MAP) estimates ... See https://chenhaotian.github.io/Bayesian-Bricks/ to get started.
New features
Add method dAllIndicators to all DP family distributions. dAllIndicators will return the probabilities of all the possible values of the hidden indicator variables.
Bug fixes
- Fixed bug: DP, HDP and HDP2 objects don't initialize observation distribution when created.
- Fixed bug:
rPosteriorPredictive.HDPandrPosteriorPredictive.HDP2return samples with unexpected name such as "z.z". - Fixed bug: fix the error
Error in obj$Z$Z2[[j]] : subscript out of boundswhenrPosteriorPredictive.HDPtry to draw samples from an unrecorded group.
Improvements
- Fix graphical model representation error in package vignette.
- Fix wrong conditional probability distributions in DP related documentations.
- Add HMM and HDP-HMM (iHMM) examples to the vignette
From NEWS.md in the release
Install
Health
CRAN check results are not tracked yet.
Documentation
- Help pages
- 182 (1 internal)includes a package overview page
- Examples that run
- 90%106 run in a plain check · 12 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 72%
- Documented parameters
- 85%
- Return-value docs
- 100%
- Help pages citing references
- 63%
Downloads
Dependencies
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.3.0 released · 2023-04-21
- archivedRemoved from CRAN2023-04-10policy violation On Internet access to 'travis-ci.org'
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 0.1.4
- 0.1.32020-04-26 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 0.1.22020-04-14 · diff ↗ ·
removed 1 export
linearGaussianadded 56 exports
GaussianGaussian, GaussianInvWishart, LinearGaussianGaussian, dInvGamma, dInvWishart, dNIW, dPosterior, dWishart, pdsDeterminant, rInvGamma, rInvWishart, rNIW, rPosterior, rWishart, dPosterior.CatDirichlet, dPosterior.GaussianGaussian, dPosterior.GaussianInvWishart, dPosterior.GaussianNIG, dPosterior.GaussianNIW, dPosterior.LinearGaussianGaussian, dPosteriorPredictive.GaussianGaussian, dPosteriorPredictive.GaussianInvWishart, dPosteriorPredictive.LinearGaussianGaussian, MAP.GaussianGaussian, MAP.GaussianInvWishart, MAP.LinearGaussianGaussian, marginalLikelihood_bySufficientStatistics.GaussianGaussian, marginalLikelihood_bySufficientStatistics.GaussianInvWishart, marginalLikelihood_bySufficientStatistics.LinearGaussianGaussian, marginalLikelihood.GaussianGaussian and 26 more - 0.1.12020-03-25
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2020-03-25
- Total releases
- 4 / 6 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 911 KB / 8 files
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