Tools for Nonparametric Martingale Posterior Sampling
Overview
Performs Bayesian nonparametric density estimation using Martingale posterior distributions including the Copula Resampling (CopRe) algorithm. Also included are a Gibbs sampler for the marginal Gibbs-type mixture model and an extension to include full uncertainty quantification via a predictive sequence resampling (SeqRe) algorithm. The CopRe and SeqRe samplers generate random nonparametric distributions as output, leading to complete nonparametric inference on posterior summaries. Routines for calculating arbitrary functionals from the sampled distributions are included as well as an important algorithm for finding the number and location of modes, which can then be used to estimate the clusters in the data using, for example, k-means. Implements work developed in Moya B., Walker S. G. (2022). doi:10.48550/arxiv.2206.08418, Fong, E., Holmes, C., Walker, S. G. (2021) doi:10.48550/arxiv.2103.15671, and Escobar M. D., West, M. (1995) doi:10.1080/01621459.1995.10476550.
- Fixed an RcppArmadillo deprecation error.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK12 OK2026-04-25
- NOTE12 OK, 2 NOTE2026-04-22
- ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18
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- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 24includes a package overview page
- Examples that run
- 100%1 run in a plain check
- Exported functions with examples
- 8%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 13%
Downloads
Dependencies
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 0.2.2Latest
- RR 4.5.0 released · 2025-04-11
- 0.2.12024-05-21 · diff ↗
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 0.2.02023-01-31 · diff ↗ ·
removed 3 exports
mdp, moments, polyaadded 8 exports
G_normls, Sq_dirichlet, Sq_gnedin0, Sq_pitmanyor, antimodes, gibbsmix, moment, seqre - 0.1.02022-08-16
- RR 4.2.0 released · 2022-04-22
Package metadata
- First published
- 2022-08-16
- Total releases
- 4 / 4 yrs
- License
- GPL (>= 2) OSI
- Download size
- 2.4 MB
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