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bfp (version 0.0-48)

Bayesian Fractional Polynomials

Description

Implements the Bayesian paradigm for fractional polynomial models under the assumption of normally distributed error terms, see Sabanes Bove, D. and Held, L. (2011) .

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Version

Install

install.packages('bfp')

Monthly Downloads

504

Version

0.0-48

License

GPL (>= 2)

Maintainer

Daniel Sabanes Bove

Last Published

March 14th, 2024

Functions in bfp (0.0-48)

BmaSamples Methods

Other methods for BmaSamples objects
BmaSamples

Bayesian model averaging over multiple fractional polynomial models
findModel

Find a specific fractional polynomial model in a BayesMfp object
inclusionProbs

Compute (model averaged) posterior variable inclusion probabilites
getPosteriorParms

Extract updated posterior parameters for the normal inverse gamma distribution from a model, given a shrinkage factor.
BayesMfp Methods

Other methods for BayesMfp objects
rshrinkage

Sample from the model-specific posterior of the shrinkage factor t = g / (1 + g)
getLogPrior

Extract the log prior probability from a model.
getDesignMatrix

Extract the design matrix of a multiple FP model.
fpScale

Internal function for shifting and rescaling a fractional polynomial covariate
Summary of BayesMfp object

Calculate and print the summary of a BayesMfp object
bmaPredict

BMA prediction for new data points
rmvt

Multivariate Student Random Deviates
getFpTransforms

Internal functions to handle FP transforms.
getPostExpectedgAndShrinkage

Extract posterior expected g and shrinkage factor (g/(1+g)) from a model
as.data.frame.BayesMfp

Convert a BayesMfp object to a data frame
getLogMargLik

Extract log marginal likelihood from a model.
Summary of BmaSamples object

Calculate and print the summary of a BmaSamples object
transformMfp

Transform a fitted mfp model into a BayesMfp model
scrBesag

Simultaneous credible band computation (Besag, Green et al algorithm)
ozone

Ozone data from Breiman and Friedman, 1985
constructNewdataMatrix

Construct the model matrix for new data based on an existing BayesMfp object
dinvGamma

Functions for the inverse gamma distribution.
scrHpd

Calculate an SCB from a samples matrix
posteriors

Extract posterior model probability estimates from BayesMfp objects
predict.BayesMfp

Predict method for BayesMfp objects
plotCurveEstimate

Generic function for plotting a fractional polynomial curve estimate
predict.BmaSamples

Predict method to extract point and interval predictions from BmaSamples objects
BayesMfp

Bayesian model inference for multiple fractional polynomial models
empiricalHpd

Construct an empirical HPD interval from samples
Extract.BayesMfp

Extract method for BayesMfp objects