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monomvn

1.9-21Package record

Estimation for MVN and Student-t Data with Monotone Missingness

0packages dependsuggested by 2
8.7Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

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

CRAN checks
13OK
Slowest check: 2.9 min · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 1.9-21
READMENoVignettesNoNEWSNoCitation fileNoWebsiteYes
Help pages
17 (1 internal)includes a package overview page
Examples that run
100%11 run in a plain check
Exported functions with examples
82%
Documented parameters
93%
Return-value docs
91%
Help pages citing references
88%

Downloads

8.7K
CRAN downloads in the past year
Rank #4,436 · ~24/day · ~726/mo
Daily download trend is not available in this view yet.
73830 days
1.9K90 days
8.7K1 year
Compare downloads with other packages →
Also on420 r2u11 autocran152 c2d4u

Dependencies

Declared dependencies
4 external dependencies (excludes base and recommended)

Installing monomvn adds 4 packages (3 with compiled code, 5.4 MB of source tarballs). Heaviest: pls 4.2 MB, mvtnorm 1.0 MB, lars 180 KB.

Depends (4)
R >= 2.14.0plslarsMASS
Imports (2)
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect
Suggested by 2
Suggests, most downloaded first

Datasets

People & History

People (1)
Author, Maintainer since 1.0 (2007)
with Fortran contributions from Cleve Moler (dpotri/LINPACK) as updated by Berwin A. Turlach (qpgen2/quadprog)
Listed in earlier versions (2)
no longer listed · 1.9-13 to 1.9-20
Gramacy
no longer listed · 1.9-21
Releases (66)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • unarchivedReturned to CRAN
    2019-11-28
  • archivedRemoved from CRAN
    2019-11-21
    misrepresentation of authorship No credit for included LINPACK routines, nor from copying from quadprog
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • R
    R 3.3.0 released · 2016-05-03
  • R
    R 3.2.0 released · 2015-04-16
  • R
    R 3.1.0 released · 2014-04-10
  • 3.0.1Latest
    record
    2013-04-17 · current release · diff ↗
Show 77 earlier eventsHide 77 earlier events

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
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("monomvn")
Gramacy, R. B. (2024). monomvn: Estimation for MVN and Student-t Data with Monotone Missingness (Version 1.9-21) [Computer software]. https://doi.org/10.32614/CRAN.package.monomvn

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for monomvn version 1.9-21 [Data set]. HJJB, LLC. Data release v2026-10-19. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-19, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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