LaplacesDemon (version 16.1.6)

Complete Environment for Bayesian Inference

Description

Provides a complete environment for Bayesian inference using a variety of different samplers (see ?LaplacesDemon for an overview).

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Install

install.packages('LaplacesDemon')

Monthly Downloads

7,414

Version

16.1.6

License

MIT + file LICENSE

Issues

Pull Requests

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Repository

https://github.com/LaplacesDemonR/LaplacesDemon

Maintainer

Henrik Singmann

Last Published

July 9th, 2021

Functions in LaplacesDemon (16.1.6)

BayesTheorem

Bayes' Theorem

ABB

Approximate Bayesian Bootstrap

BMK Convergence Diagnostic

BayesianBootstrap

The Bayesian Bootstrap

CenterScale

Centering and Scaling

CSF

Cumulative Sample Function

Gelman.Diagnostic

Gelman and Rubin's MCMC Convergence Diagnostic

Heidelberger.Diagnostic

Heidelberger and Welch's MCMC Convergence Diagnostic

Hangartner.Diagnostic

Hangartner's Convergence Diagnostic

ESS

Effective Sample Size due to Autocorrelation

Elicitation

Prior Elicitation

Combine

Combine Demonoid Objects

Consort

Consort with Laplace's Demon

Geweke.Diagnostic

Geweke's Convergence Diagnostic

Gelfand.Diagnostic

Gelfand's Convergence Diagnostic

GIV

Generate Initial Values

IAT

Integrated Autocorrelation Time

LaplacesDemon-package

LaplacesDemon

KLD

Kullback-Leibler Divergence (KLD)

LaplaceApproximation

Laplace Approximation

KS.Diagnostic

Kolmogorov-Smirnov Convergence Diagnostic

Juxtapose

Juxtapose MCMC Algorithm Inefficiency

Lowest Posterior Loss Interval

LML

Logarithm of the Marginal Likelihood

MCSE

Monte Carlo Standard Error

Math

Math Utility Functions

Matrix Utility Functions

LaplacesDemon.RAM

LaplacesDemon RAM Estimate

LaplacesDemon

Laplace's Demon

MISS

Multiple Imputation Sequential Sampling

Mode

The Mode(s) of a Vector

Truncated Stick-Breaking

PosteriorChecks

Posterior Checks

PMC

Population Monte Carlo

Model.Specification.Time

Model Specification Time

SIR

Sampling Importance Resampling

RejectionSampling

Rejection Sampling

Raftery.Diagnostic

Raftery and Lewis's diagnostic

Widely Applicable Information Criterion

VariationalBayes

Variational Bayes

as.ppc

As Posterior Predictive Check

Demon Sessions Data Set

data.demontexas

Demon Space-Time Data Set

data.demonsnacks

Demon Snacks Data Set

Demon Choice Data Set

cond.plot

Conditional Plots

dist.HalfCauchy

Half-Cauchy Distribution

dist.Generalized.Poisson

Generalized Poisson Distribution

dist.ContinuousRelaxation

Continuous Relaxation of a Markov Random Field Distribution

dist.Categorical

Categorical Distribution

dist.Bernoulli

Bernoulli Distribution

dist.Asymmetric.Multivariate.Laplace

Asymmetric Multivariate Laplace Distribution

dist.Dirichlet

Dirichlet Distribution

dist.Generalized.Pareto

Generalized Pareto Distribution

dist.Halft

Half-t Distribution

dist.HalfNormal

Half-Normal Distribution

as.covar

Proposal Covariance

dist.Asymmetric.Log.Laplace

Asymmetric Log-Laplace Distribution

as.initial.values

Initial Values

dist.Asymmetric.Laplace

Asymmetric Laplace Distribution: Univariate

dist.Inverse.ChiSquare

(Scaled) Inverse Chi-Squared Distribution

dist.Inverse.Beta

Inverse Beta Distribution

dist.Inverse.Gamma

Inverse Gamma Distribution

dist.Inverse.Gaussian

Inverse Gaussian Distribution

dist.LASSO

LASSO Distribution

dist.Inverse.Wishart

Inverse Wishart Distribution

dist.Horseshoe

Horseshoe Distribution

dist.HuangWand

Huang-Wand Distribution

dist.Laplace

Laplace Distribution: Univariate Symmetric

dist.Log.Laplace

Log-Laplace Distribution: Univariate Symmetric

dist.Inverse.Matrix.Gamma

Inverse Matrix Gamma Distribution

dist.Matrix.Normal

Matrix Normal Distribution

dist.Matrix.Gamma

Matrix Gamma Distribution

dist.Multivariate.Cauchy.Precision.Cholesky

Multivariate Cauchy Distribution: Precision-Cholesky Parameterization

dist.Inverse.Wishart.Cholesky

Inverse Wishart Distribution: Cholesky Parameterization

dist.Log.Normal.Precision

Log-Normal Distribution: Precision Parameterization

dist.Multivariate.Cauchy.Cholesky

Multivariate Cauchy Distribution: Cholesky Parameterization

dist.Multivariate.Cauchy.Precision

Multivariate Cauchy Distribution: Precision Parameterization

dist.Laplace.Precision

Laplace Distribution: Precision Parameterization

dist.Laplace.Mixture

Mixture of Laplace Distributions

dist.Multivariate.Laplace.Cholesky

Multivariate Laplace Distribution: Cholesky Parameterization

dist.Multivariate.Cauchy

Multivariate Cauchy Distribution

dist.Multivariate.Normal.Precision

Multivariate Normal Distribution: Precision Parameterization

dist.Multivariate.Normal.Precision.Cholesky

Multivariate Normal Distribution: Precision-Cholesky Parameterization

dist.Multivariate.Power.Exponential.Cholesky

Multivariate Power Exponential Distribution: Cholesky Parameterization

dist.Multivariate.Normal

Multivariate Normal Distribution

dist.Multivariate.Laplace

Multivariate Laplace Distribution

dist.Multivariate.Normal.Cholesky

Multivariate Normal Distribution: Cholesky Parameterization

dist.Multivariate.Power.Exponential

Multivariate Power Exponential Distribution

dist.Multivariate.Polya

Multivariate Polya Distribution

dist.Normal.Wishart

Normal-Wishart Distribution

dist.Multivariate.t.Precision.Cholesky

Multivariate t Distribution: Precision-Cholesky Parameterization

dist.Multivariate.t

Multivariate t Distribution

dist.Normal.Inverse.Wishart

Normal-Inverse-Wishart Distribution

dist.Normal.Mixture

Mixture of Normal Distributions

dist.Multivariate.t.Cholesky

Multivariate t Distribution: Cholesky Parameterization

dist.Normal.Variance

Normal Distribution: Variance Parameterization

dist.Multivariate.t.Precision

Multivariate t Distribution: Precision Parameterization

dist.Normal.Precision

Normal Distribution: Precision Parameterization

dist.Normal.Laplace

Normal-Laplace Distribution: Univariate Asymmetric

dist.Student.t.Precision

Student t Distribution: Precision Parameterization

dist.Power.Exponential

Power Exponential Distribution: Univariate Symmetric

dist.Pareto

Pareto Distribution

dist.Truncated

Truncated Distributions

dist.Wishart.Cholesky

Wishart Distribution: Cholesky Parameterization

dist.Skew.Discrete.Laplace

Skew Discrete Laplace Distribution: Univariate

dist.Scaled.Inverse.Wishart

Scaled Inverse Wishart Distribution

dist.Wishart

Wishart Distribution

is.constant

Logical Check of a Constant

dist.Skew.Laplace

Skew-Laplace Distribution: Univariate

dist.Stick

Truncated Stick-Breaking Prior Distribution

dist.Zellner

Hyperprior-g Prior and Zellner's g-Prior

dist.YangBerger

Yang-Berger Distribution

is.constrained

Logical Check of Constraints

interval

Constrain to Interval

dist.Student.t

Student t Distribution: Univariate

hpc_server

Server Listening

is.bayesian

Logical Check of a Bayesian Model

is.appeased

Appeased

plot.bmk

Plot Hellinger Distances

Joint Probability Region Plot

logit

The logit and inverse-logit functions

log-log

The log-log and complementary log-log functions

is.data

Logical Check of Data

is.model

Logical Check of a Model

is.stationary

Logical Check of Stationarity

is.class

Logical Check of Classes

is.proper

Logical Check of Propriety

plot.demonoid

Plot samples from the output of Laplace's Demon

plot.laplace

Plot the output of LaplaceApproximation

plot.iterquad

Plot the output of IterativeQuadrature

plot.miss

Plot samples from the output of MISS

plot.iterquad.ppc

Plots of Posterior Predictive Checks

plot.importance

Plot Variable Importance

plot.demonoid.ppc

Plots of Posterior Predictive Checks

plot.pmc

Plot samples from the output of PMC

plot.juxtapose

Plot MCMC Juxtaposition

plotMatrix

Plot a Numerical Matrix

plot.vb.ppc

Plots of Posterior Predictive Checks

plot.laplace.ppc

Plots of Posterior Predictive Checks

plotSamples

Plot Samples

predict.demonoid

Posterior Predictive Checks

predict.pmc

Posterior Predictive Checks

predict.vb

Posterior Predictive Checks

print.vb

Print an object of class vb to the screen.

print.demonoid

Print an object of class demonoid to the screen.

print.miss

Print an object of class miss to the screen.

print.pmc

Print an object of class pmc to the screen.

print.heidelberger

Print an object of class heidelberger to the screen.

predict.laplace

Posterior Predictive Checks

predict.iterquad

Posterior Predictive Checks

plot.vb

Plot the output of VariationalBayes

plot.pmc.ppc

Plots of Posterior Predictive Checks

print.raftery

Print an object of class raftery to the screen.

summary.pmc.ppc

Posterior Predictive Check Summary

summary.vb.ppc

Posterior Predictive Check Summary

summary.iterquad.ppc

Posterior Predictive Check Summary

summary.demonoid.ppc

Posterior Predictive Check Summary

print.iterquad

Print an object of class iterquad to the screen.

print.laplace

Print an object of class laplace to the screen.

summary.miss

MISS Summary

summary.laplace.ppc

Posterior Predictive Check Summary