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LaplacesDemon (version 16.1.1)

Complete Environment for Bayesian Inference

Description

Provides a complete environment for Bayesian inference using a variety of different samplers (see ?LaplacesDemon for an overview). The README describes the history of the package development process.

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Version

Install

install.packages('LaplacesDemon')

Monthly Downloads

7,414

Version

16.1.1

License

MIT + file LICENSE

Issues

16

Pull Requests

1

Stars

92

Forks

22

Maintainer

Henrik Singmann

Last Published

June 30th, 2018

Functions in LaplacesDemon (16.1.1)

KLD

Kullback-Leibler Divergence (KLD)
MinnesotaPrior

Minnesota Prior
KS.Diagnostic

Kolmogorov-Smirnov Convergence Diagnostic
Mode

The Mode(s) of a Vector
LML

Logarithm of the Marginal Likelihood
Consort

Consort with Laplace's Demon
IAT

Integrated Autocorrelation Time
Thin

Thin
dist.ContinuousRelaxation

Continuous Relaxation of a Markov Random Field Distribution
IterativeQuadrature

Iterative Quadrature
Validate

Holdout Validation
Juxtapose

Juxtapose MCMC Algorithm Inefficiency
dist.Categorical

Categorical Distribution
dist.Asymmetric.Laplace

Asymmetric Laplace Distribution: Univariate
dist.Asymmetric.Log.Laplace

Asymmetric Log-Laplace Distribution
LaplacesDemon

Laplace's Demon
Importance

Variable Importance
LaplacesDemon.RAM

LaplacesDemon RAM Estimate
Raftery.Diagnostic

Raftery and Lewis's diagnostic
Precision

Precision
SensitivityAnalysis

Sensitivity Analysis
burnin

Burn-in
Levene.Test

Levene's Test
LPL.interval

Lowest Posterior Loss Interval
PMC

Population Monte Carlo
LossMatrix

Loss Matrix
Stick

Truncated Stick-Breaking
de.Finetti.Game

de Finetti's Game
as.parm.names

Parameter Names
PosteriorChecks

Posterior Checks
deburn

De-Burn
LaplaceApproximation

Laplace Approximation
MCSE

Monte Carlo Standard Error
dist.Inverse.Gaussian

Inverse Gaussian Distribution
caterpillar.plot

Caterpillar Plot
data.demonsnacks

Demon Snacks Data Set
dist.Dirichlet

Dirichlet Distribution
MISS

Multiple Imputation Sequential Sampling
dist.Inverse.Gamma

Inverse Gamma Distribution
as.ppc

As Posterior Predictive Check
dist.Generalized.Poisson

Generalized Poisson Distribution
dist.Multivariate.Cauchy.Precision.Cholesky

Multivariate Cauchy Distribution: Precision-Cholesky Parameterization
dist.Multivariate.Cauchy.Precision

Multivariate Cauchy Distribution: Precision Parameterization
LaplacesDemon-package

LaplacesDemon
Math

Math Utility Functions
RejectionSampling

Rejection Sampling
data.demontexas

Demon Space-Time Data Set
Matrices

Matrix Utility Functions
dist.Generalized.Pareto

Generalized Pareto Distribution
SIR

Sampling Importance Resampling
as.covar

Proposal Covariance
dist.HalfNormal

Half-Normal Distribution
dist.Inverse.Beta

Inverse Beta Distribution
as.initial.values

Initial Values
dist.Multivariate.Normal

Multivariate Normal Distribution
dist.HalfCauchy

Half-Cauchy Distribution
dist.Halft

Half-t Distribution
Model.Specification.Time

Model Specification Time
dist.Horseshoe

Horseshoe Distribution
dist.Matrix.Normal

Matrix Normal Distribution
data.demonfx

Demon FX Data Set
dist.Multivariate.Cauchy.Cholesky

Multivariate Cauchy Distribution: Cholesky Parameterization
data.demonsessions

Demon Sessions Data Set
dist.HuangWand

Huang-Wand Distribution
dist.Inverse.ChiSquare

(Scaled) Inverse Chi-Squared Distribution
dist.Laplace

Laplace Distribution: Univariate Symmetric
dist.Multivariate.t.Precision

Multivariate t Distribution: Precision Parameterization
dist.Multivariate.Polya

Multivariate Polya Distribution
PMC.RAM

PMC RAM Estimate
dist.Normal.Variance

Normal Distribution: Variance Parameterization
dist.Asymmetric.Multivariate.Laplace

Asymmetric Multivariate Laplace Distribution
dist.Multivariate.t

Multivariate t Distribution
VariationalBayes

Variational Bayes
dist.Log.Normal.Precision

Log-Normal Distribution: Precision Parameterization
WAIC

Widely Applicable Information Criterion
cond.plot

Conditional Plots
data.demonchoice

Demon Choice Data Set
dist.Inverse.Wishart

Inverse Wishart Distribution
dist.Log.Laplace

Log-Laplace Distribution: Univariate Symmetric
dist.Pareto

Pareto Distribution
dist.Normal.Wishart

Normal-Wishart Distribution
dist.Bernoulli

Bernoulli Distribution
dist.Zellner

Hyperprior-g Prior and Zellner's g-Prior
hpc_server

Server Listening
dist.Power.Exponential

Power Exponential Distribution: Univariate Symmetric
dist.Inverse.Wishart.Cholesky

Inverse Wishart Distribution: Cholesky Parameterization
dist.Inverse.Matrix.Gamma

Inverse Matrix Gamma Distribution
is.proper

Logical Check of Propriety
dist.Laplace.Mixture

Mixture of Laplace Distributions
dist.Truncated

Truncated Distributions
dist.Matrix.Gamma

Matrix Gamma Distribution
dist.LASSO

LASSO Distribution
dist.Multivariate.Normal.Precision.Cholesky

Multivariate Normal Distribution: Precision-Cholesky Parameterization
is.stationary

Logical Check of Stationarity
dist.Multivariate.Laplace

Multivariate Laplace Distribution
dist.Wishart.Cholesky

Wishart Distribution: Cholesky Parameterization
dist.Multivariate.Power.Exponential.Cholesky

Multivariate Power Exponential Distribution: Cholesky Parameterization
dist.Laplace.Precision

Laplace Distribution: Precision Parameterization
dist.Multivariate.Normal.Cholesky

Multivariate Normal Distribution: Cholesky Parameterization
dist.Multivariate.t.Cholesky

Multivariate t Distribution: Cholesky Parameterization
dist.Multivariate.t.Precision.Cholesky

Multivariate t Distribution: Precision-Cholesky Parameterization
interval

Constrain to Interval
dist.Multivariate.Normal.Precision

Multivariate Normal Distribution: Precision Parameterization
plot.pmc

Plot samples from the output of PMC
dist.Multivariate.Cauchy

Multivariate Cauchy Distribution
plot.miss

Plot samples from the output of MISS
is.appeased

Appeased
dist.Student.t.Precision

Student t Distribution: Precision Parameterization
is.data

Logical Check of Data
is.model

Logical Check of a Model
dist.Student.t

Student t Distribution: Univariate
plot.demonoid

Plot samples from the output of Laplace's Demon
plotSamples

Plot Samples
plot.vb.ppc

Plots of Posterior Predictive Checks
predict.demonoid

Posterior Predictive Checks
is.bayesian

Logical Check of a Bayesian Model
print.raftery

Print an object of class raftery to the screen.
dist.Multivariate.Power.Exponential

Multivariate Power Exponential Distribution
plotMatrix

Plot a Numerical Matrix
dist.Normal.Inverse.Wishart

Normal-Inverse-Wishart Distribution
print.vb

Print an object of class vb to the screen.
summary.laplace.ppc

Posterior Predictive Check Summary
summary.miss

MISS Summary
dist.Multivariate.Laplace.Cholesky

Multivariate Laplace Distribution: Cholesky Parameterization
dist.Normal.Laplace

Normal-Laplace Distribution: Univariate Asymmetric
summary.demonoid.ppc

Posterior Predictive Check Summary
summary.iterquad.ppc

Posterior Predictive Check Summary
is.class

Logical Check of Classes
dist.Scaled.Inverse.Wishart

Scaled Inverse Wishart Distribution
dist.Skew.Discrete.Laplace

Skew Discrete Laplace Distribution: Univariate
dist.Normal.Mixture

Mixture of Normal Distributions
dist.Skew.Laplace

Skew-Laplace Distribution: Univariate
p.interval

Probability Interval
dist.Normal.Precision

Normal Distribution: Precision Parameterization
dist.Wishart

Wishart Distribution
dist.Stick

Truncated Stick-Breaking Prior Distribution
dist.YangBerger

Yang-Berger Distribution
plot.bmk

Plot Hellinger Distances
plot.juxtapose

Plot MCMC Juxtaposition
plot.iterquad.ppc

Plots of Posterior Predictive Checks
is.constant

Logical Check of a Constant
is.constrained

Logical Check of Constraints
plot.demonoid.ppc

Plots of Posterior Predictive Checks
print.iterquad

Print an object of class iterquad to the screen.
predict.iterquad

Posterior Predictive Checks
log-log

The log-log and complementary log-log functions
joint.density.plot

Joint Density Plot
print.laplace

Print an object of class laplace to the screen.
joint.pr.plot

Joint Probability Region Plot
predict.laplace

Posterior Predictive Checks
logit

The logit and inverse-logit functions
plot.laplace

Plot the output of LaplaceApproximation
plot.laplace.ppc

Plots of Posterior Predictive Checks
plot.importance

Plot Variable Importance
predict.pmc

Posterior Predictive Checks
summary.pmc.ppc

Posterior Predictive Check Summary
predict.vb

Posterior Predictive Checks
summary.vb.ppc

Posterior Predictive Check Summary
plot.iterquad

Plot the output of IterativeQuadrature
print.demonoid

Print an object of class demonoid to the screen.
print.heidelberger

Print an object of class heidelberger to the screen.
plot.pmc.ppc

Plots of Posterior Predictive Checks
plot.vb

Plot the output of VariationalBayes
print.miss

Print an object of class miss to the screen.
print.pmc

Print an object of class pmc to the screen.
BayesTheorem

Bayes' Theorem
BayesianBootstrap

The Bayesian Bootstrap
BMK.Diagnostic

BMK Convergence Diagnostic
BayesFactor

Bayes Factor
ABB

Approximate Bayesian Bootstrap
AcceptanceRate

Acceptance Rate
ESS

Effective Sample Size due to Autocorrelation
Elicitation

Prior Elicitation
Hangartner.Diagnostic

Hangartner's Convergence Diagnostic
CSF

Cumulative Sample Function
CenterScale

Centering and Scaling
BigData

Big Data
Heidelberger.Diagnostic

Heidelberger and Welch's MCMC Convergence Diagnostic
Blocks

Blocks
Combine

Combine Demonoid Objects
GIV

Generate Initial Values
Gelfand.Diagnostic

Gelfand's Convergence Diagnostic
Gelman.Diagnostic

Gelman and Rubin's MCMC Convergence Diagnostic
Geweke.Diagnostic

Geweke's Convergence Diagnostic