monomvn
1.9-21Estimation for MVN and Student-t Data with Monotone Missingness
Overview
Estimation of multivariate normal (MVN) and student-t data of arbitrary dimension where the pattern of missing data is monotone. See Pantaleo and Gramacy (2010) doi:10.48550/arXiv.0907.2135. Through the use of parsimonious/shrinkage regressions (plsr, pcr, lasso, ridge, etc.), where standard regressions fail, the package can handle a nearly arbitrary amount of missing data. The current version supports maximum likelihood inference and a full Bayesian approach employing scale-mixtures for Gibbs sampling. Monotone data augmentation extends this Bayesian approach to arbitrary missingness patterns. A fully functional standalone interface to the Bayesian lasso (from Park & Casella), Normal-Gamma (from Griffin & Brown), Horseshoe (from Carvalho, Polson, & Scott), and ridge regression with model selection via Reversible Jump, and student-t errors (from Geweke) is also provided.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 93%
- Return-value docs
- 91%
- References docs
- 88%
Downloads
Dependencies
Code & Tests
Datasets
People & History
66 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 1.9-21Latest
- RR 4.4.0 released · 2024-04-24
- 1.9-202024-01-11 · diff ↗
- 1.9-192023-11-28 · diff ↗
- 1.9-182023-08-21 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 1.9-172023-01-06 · diff ↗
- 1.9-162022-10-20 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 1.9-152022-04-06 · diff ↗
- 1.9-142022-03-30 · diff ↗
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 1.9-132019-11-28 · diff ↗
Show 77 earlier events
- unarchivedReturned to CRAN2019-11-28
- archivedRemoved from CRAN2019-11-21misrepresentation of authorship No credit for included LINPACK routines, nor from copying from quadprog
- 1.9-102019-06-11 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 1.9-92019-03-07 · diff ↗
- 1.9-82018-09-14 · diff ↗
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- 1.9-72017-01-08 · diff ↗
- RR 3.3.0 released · 2016-05-03
- 1.9-62016-02-11 · diff ↗
- RR 3.2.0 released · 2015-04-16
- 1.9-52014-05-21 · diff ↗
- RR 3.1.0 released · 2014-04-10
- 1.9-42013-04-18 · diff ↗
- 3.0.12013-04-17 · diff ↗
- RR 3.0.0 released · 2013-04-03
- 2.15.22012-10-25 · diff ↗
- 1.9-32012-10-25 · diff ↗
- 1.9-22012-07-01 · diff ↗
- 1.9-12012-06-25 · diff ↗
- 1.92012-06-21 · diff ↗
- 2.15.12012-06-20 · diff ↗
- 1.8-102012-04-19 · diff ↗
- RR 2.15.0 released · 2012-03-30
- 2.14.22012-01-07 · diff ↗
- 1.8-92012-01-07 · diff ↗
- 1.8-82011-12-19 · diff ↗
- 2.14.12011-12-18 · diff ↗
- 1.8-72011-12-17 · diff ↗
- RR 2.14.0 released · 2011-10-31
- 1.8-62011-07-23 · diff ↗
- 2.13.12011-07-07 · diff ↗
- RR 2.13.0 released · 2011-04-13
- 1.8-52011-03-08 · diff ↗
- 1.8-42011-02-26 · diff ↗
- RR 2.12.0 released · 2010-10-15
- 1.8-32010-04-25 · diff ↗
- 1.8-22010-04-22 · diff ↗
- RR 2.11.0 released · 2010-04-22
- 1.8-12010-03-09 · diff ↗
- 2.11.02010-03-07 · diff ↗
- 1.82010-01-14 · diff ↗
- 1.7-42009-11-17 · diff ↗
- 2.10.12009-11-16 · diff ↗
- RR 2.10.0 released · 2009-10-26
- 1.7-32009-08-19 · diff ↗
- 2.10.02009-08-18 · diff ↗
- 1.7-22009-06-02 · diff ↗
- 1.7-12009-05-27 · diff ↗
- RR 2.9.0 released · 2009-04-17
- 1.72009-04-15 · diff ↗
- 1.6-12008-12-11 · diff ↗
- 1.62008-12-04 · diff ↗
- 1.52008-11-13 · diff ↗
- RR 2.8.0 released · 2008-10-20
- 1.4-12008-09-22 · diff ↗
- 1.42008-07-20 · diff ↗
- 1.3-12008-06-20 · diff ↗
- 1.32008-06-10 · diff ↗
- 2.7.12008-06-02 · diff ↗
- 1.22008-05-19 · diff ↗
- RR 2.7.0 released · 2008-04-22
- 2.7.02008-04-07 · diff ↗
- 2.6.12007-11-11 · diff ↗
- 1.1-42007-11-11 · diff ↗
- 1.1-22007-11-03 · diff ↗
- RR 2.6.0 released · 2007-10-03
- 1.1-12007-08-25 · diff ↗
- 2.6.02007-08-21 · diff ↗
- 1.12007-08-13 · diff ↗
- 1.0-32007-08-04 · diff ↗
- 1.0-22007-07-10 · diff ↗
- 2.5.12007-06-11 · diff ↗
- 1.0-12007-06-11 · diff ↗
- 1.02007-06-11
- RR 2.5.0 released · 2007-04-24
Package metadata
- First published
- 2007-06-11
- Total releases
- 66 / 19 yrs
- License
- LGPL
- Minimum R
- ≥ 2.14.0
- Bundled data
- 824 KB / 6 files
- Download size
- 961 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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