### R Package: LaplacesDemon for Complete Bayesian Environment Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md `LaplacesDemon` aims to deliver a complete Bayesian environment within R. It integrates numerous MCMC algorithms, Laplace Approximation with multiple optimization algorithms, and a wealth of examples. The package provides dozens of additional probability distributions, comprehensive MCMC diagnostics, Bayes factors, posterior predictive checks, a variety of plotting functions, elicitation tools, parameter and variable importance measures, and numerous additional utility functions, making it a powerful and self-contained Bayesian analysis platform. ```APIDOC LaplacesDemon: Complete Bayesian environment. Features: MCMC algorithms, Laplace Approximation (with optimization), examples, probability distributions, MCMC diagnostics, Bayes factors, posterior predictive checks, plots, elicitation, parameter/variable importance, and utility functions. ``` -------------------------------- ### R Package Bolstad: Introduction to Bayesian Statistics Textbook Support Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md Documentation for the R package 'Bolstad', containing functions and data sets for 'Introduction to Bayesian Statistics' by W.M. Bolstad. ```APIDOC Package: Bolstad Type: R Package Purpose: Contains a set of R functions and data sets for the book "Introduction to Bayesian Statistics", by Bolstad, W.M. (2007). ``` -------------------------------- ### R Package: bayesboot - Bayesian Bootstrap Implementation Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `bayesboot` package provides functions for performing the Bayesian bootstrap, a method introduced by Rubin (1981). ```APIDOC Package: bayesboot Purpose: Performing the Bayesian bootstrap. Reference: Rubin (1981). ``` -------------------------------- ### C++ Library Boom: Bayesian Modeling with MCMC Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md Documentation for 'Boom', a C++ library focused on Bayesian modeling, with a particular emphasis on Markov chain Monte Carlo (MCMC) methods. ```APIDOC Library: Boom Language: C++ Purpose: Provides a C++ library for Bayesian modeling, with an emphasis on Markov chain Monte Carlo. ``` -------------------------------- ### R Package BaM: Bayesian Methods Textbook Support Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md Documentation for the R package 'BaM', which provides functions and datasets accompanying the textbook 'Bayesian Methods: A Social and Behavioral Sciences Approach' by Jeff Gill. ```APIDOC Package: BaM Type: R Package Purpose: Provides functions and datasets for "Bayesian Methods: A Social and Behavioral Sciences Approach" by Jeff Gill (Chapman and Hall/CRC, 2002/2007/2014). ``` -------------------------------- ### R Package BayesDA: Bayesian Data Analysis Textbook Support Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md Documentation for the R package 'BayesDA', offering R functions and datasets for 'Bayesian Data Analysis, Second Edition' by Gelman et al. ```APIDOC Package: BayesDA Type: R Package Purpose: Provides R functions and datasets for "Bayesian Data Analysis, Second Edition" (CRC Press, 2003) by Andrew Gelman, John B. Carlin, Hal S. Stern, and Donald B. Rubin. ``` -------------------------------- ### R Package R2WinBUGS: WinBUGS Interface Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md Documentation for the R package 'R2WinBUGS', providing functions to call WinBUGS on both Windows and Linux systems. ```APIDOC Package: R2WinBUGS Type: R Package Integration: WinBUGS (http://www.mrc-bsu.cam.ac.uk/software/bugs/) Compatibility: Windows, Linux Purpose: Provides a set of functions to call WinBUGS. ``` -------------------------------- ### R Package greta: Statistical Models with TensorFlow Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md Documentation for the R package 'greta', which allows users to define statistical models in R and fit them via MCMC and optimization on CPUs and GPUs, leveraging Google TensorFlow. ```APIDOC Package: greta Type: R Package Integration: Google TensorFlow Purpose: Allows users to write statistical models in R and fit them by MCMC and optimisation on CPUs and GPUs. Advantages: - Write models directly in R (similar to BUGS, JAGS, Stan). - Scales well to massive datasets. - Easy to extend and build on. ``` -------------------------------- ### R Package LearnBayes: Core Bayesian Inference Functions Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md Documentation for the R package 'LearnBayes', a collection of functions helpful in learning the basic tenets of Bayesian statistical inference, including posterior and predictive distributions, MCMC algorithms, regression, hierarchical models, Bayesian tests, and Gibbs sampling illustrations. ```APIDOC Package: LearnBayes Type: R Package Functionality: Helpful in learning basic tenets of Bayesian statistical inference. Features: - Summarizing one and two parameter posterior distributions - Summarizing predictive distributions - MCMC algorithms for user-defined posterior distributions - Regression models - Hierarchical models - Bayesian tests - Illustrations of Gibbs sampling ``` -------------------------------- ### R Package BayesX: Exploring BayesX Estimation Results Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md Documentation for the R package 'BayesX', providing functionality for exploring and visualizing estimation results obtained from the BayesX software package. ```APIDOC Package: BayesX Type: R Package Integration: BayesX software (http://www.BayesX.org/) Purpose: Provides functionality for exploring and visualizing estimation results obtained with BayesX. ``` -------------------------------- ### R Package: dclone - Maximum Likelihood Estimation with Data Cloning Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `dclone` package provides low-level functions for implementing maximum likelihood estimation procedures for complex models using data cloning and Markov Chain Monte Carlo (MCMC) methods. ```APIDOC Package: dclone Purpose: Maximum likelihood estimation for complex models. Method: Data cloning and MCMC. ``` -------------------------------- ### R Package pcFactorStan: Paired Comparison Factor Models with Stan Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md Documentation for the R package 'pcFactorStan', offering convenience functions and pre-programmed Stan models specifically for the paired comparison factor model, simplifying its fitting with Stan. ```APIDOC Package: pcFactorStan Type: R Package Integration: Stan Purpose: Provides convenience functions and pre-programmed Stan models related to the paired comparison factor model, making fitting paired comparison data using Stan easy. ``` -------------------------------- ### R Package: Runuran - Hit-and-Run MCMC Sampler Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `hitro.new()` function within the `Runuran` package provides a Markov Chain Monte Carlo (MCMC) sampler based on the Hit-and-Run algorithm, combined with the Ratio-of-Uniforms method. ```APIDOC Package: Runuran Function: hitro.new() Purpose: MCMC sampling. Method: Hit-and-Run algorithm combined with Ratio-of-Uniforms. ``` -------------------------------- ### R Package: BayesLogit - PolyaGamma Distribution Sampling Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `BayesLogit` package provides tools for sampling from the PolyaGamma distribution, based on the methodology described by Polson, Scott, and Windle (2013). ```APIDOC Package: BayesLogit Purpose: Sampling from the PolyaGamma distribution. Reference: Polson, Scott, and Windle (2013). ``` -------------------------------- ### R Package BRugs: OpenBUGS Interface Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md Documentation for 'BRugs', an R interface to OpenBUGS, compatible with Windows and Linux. Note: Formerly on CRAN, now available from CRANextras. ```APIDOC Package: BRugs Type: R Package Integration: OpenBUGS (http://www.openbugs.net/) Compatibility: Windows, Linux Status: Formerly on CRAN, now on CRANextras (http://www.stats.ox.ac.uk/pub/RWin/) Purpose: Provides an R interface to OpenBUGS. ``` -------------------------------- ### R Package rstanarm: Pre-compiled Regression Models with Stan Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md Documentation for the R package 'rstanarm', which estimates previously compiled regression models using the 'rstan' package, leveraging the Stan C++ library for Bayesian estimation. ```APIDOC Package: rstanarm Type: R Package Dependency: rstan Integration: Stan C++ library Purpose: Estimates previously compiled regression models using the rstan package for Bayesian estimation. ``` -------------------------------- ### R Package: BACCO for Bayesian Analysis of Random Functions Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md `BACCO` is an R bundle designed for comprehensive Bayesian analysis of random functions. It comprises three distinct sub-packages: 'emulator', 'calibrator', and 'approximator'. These sub-packages collectively facilitate Bayesian emulation and calibration of complex computer programs, offering tools for uncertainty quantification and model refinement. ```APIDOC BACCO: R bundle for Bayesian analysis of random functions. Includes sub-packages: emulator, calibrator, approximator for Bayesian emulation and calibration of computer programs. ``` -------------------------------- ### R Packages for JAGS Interface: rjags, R2jags, runjags Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md Documentation for three R packages ('rjags', 'R2jags', and 'runjags') that provide interfaces to Just Another Gibbs Sampler (JAGS). ```APIDOC Packages: rjags, R2jags, runjags Type: R Packages Integration: Just Another Gibbs Sampler (JAGS) (http://mcmc-jags.sourceforge.net/) Purpose: Provide R interfaces with JAGS. ``` -------------------------------- ### R Package bayesmix: Bayesian Mixture Models with JAGS Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md Documentation for the R package 'bayesmix', designed to fit Bayesian mixture models by interfacing with the JAGS sampling engine. ```APIDOC Package: bayesmix Type: R Package Integration: JAGS (http://mcmc-jags.sourceforge.net/) Purpose: Fits Bayesian mixture models. ``` -------------------------------- ### R Package: EntropyMCMC - MCMC Simulation and Convergence Evaluation Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `EntropyMCMC` package is an R package designed for Markov Chain Monte Carlo (MCMC) simulation and evaluating convergence using entropy and Kullback-Leibler divergence estimation. ```APIDOC Package: EntropyMCMC Purpose: MCMC simulation and convergence evaluation. Method: Entropy and Kullback-Leibler divergence estimation. ``` -------------------------------- ### R Package: nimble for Customizable MCMC with BUGS/JAGS Models Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `nimble` package delivers a general MCMC system that enables highly customizable MCMC for models expressed in the BUGS/JAGS model language. Users gain flexibility to select existing samplers or develop new ones. Both models and samplers are automatically compiled into C++ code, enhancing performance. Beyond MCMC, `nimble` also supports other computational methods, such as particle filtering, and allows users to define custom algorithms using its specialized language. ```APIDOC nimble: General MCMC system for customizable MCMC with BUGS/JAGS models. Allows sampler selection and creation. Models and samplers compiled via generated C++. Supports other methods like particle filtering. ``` -------------------------------- ### R Packages for Bayes Factor, Model Comparison, and Bayesian Model Averaging Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md This section details R packages that facilitate the computation of Bayes factors, execution of Bayesian model comparison, and implementation of Bayesian model averaging across various statistical models. ```R bain: Computes approximated adjusted fractional Bayes factors for equality, inequality, and about equality constrained hypotheses. BayesFactor: Provides a suite of functions for computing various Bayes factors for simple designs, including contingency tables, one- and two-sample designs, one-way designs, general ANOVA designs, and linear regression. BayesVarSel: Calculates Bayes factors in linear models and then to provide a formal Bayesian answer to testing and variable selection problems. BMA: Functions for Bayesian model averaging for linear models, generalized linear models, and survival models. ensembleBMA: Uses the BMA package to create probabilistic forecasts of ensembles using a mixture of normal distributions. BMS: Bayesian Model Averaging library for linear models with a wide choice of (customizable) priors. Built-in priors include coefficient priors (fixed, flexible and hyper-g priors), and 5 kinds of model priors. bridgesampling: Provides R functions for estimating marginal likelihoods, Bayes factors, posterior model probabilities, and normalizing constants in general, via different versions of bridge sampling (Meng and Wong, 1996). RoBMA: Implements Bayesian model-averaging for meta-analytic models, including models correcting for publication bias. BAS: Package for Bayesian Variable Selection and Model Averaging in linear and generalized linear models using prior distributions on coefficients from Zellner’s g-prior or mixtures of g-priors. ``` -------------------------------- ### R Packages brms and shinybrms: Bayesian Multilevel Models with Stan Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md Documentation for 'brms', an R package implementing Bayesian multilevel models using Stan, supporting a wide range of distributions and link functions. 'shinybrms' is a GUI for 'brms'. ```APIDOC Package: brms Type: R Package Integration: Stan (http://mc-stan.org/) Purpose: Implements Bayesian multilevel models in R. Features: - Supports a wide range of distributions and link functions (linear, robust linear, binomial, Poisson, survival, response times, ordinal, quantile, zero-inflated, hurdle, non-linear models). - Multilevel context. Package: shinybrms Type: R Package (GUI) Dependency: brms Purpose: Provides a graphical user interface (GUI) for fitting Bayesian regression models using the brms package. ``` -------------------------------- ### R Package: bayesanova for Bayesian ANOVA Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md `bayesanova` provides a Bayesian implementation of the analysis of variance (ANOVA). This approach is based on a three-component Gaussian mixture model, and it utilizes a Gibbs sampler to generate posterior draws, allowing for a full Bayesian treatment of ANOVA designs. ```APIDOC bayesanova: Bayesian version of ANOVA based on a three-component Gaussian mixture. Uses a Gibbs sampler for posterior draws. ``` -------------------------------- ### R Package rstan: Stan Probabilistic Programming Interface Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md Documentation for the R package 'rstan', which provides R functions to parse, compile, test, estimate, and analyze Stan models by accessing the Stan C++ library. ```APIDOC Package: rstan Type: R Package Integration: Stan (http://mc-stan.org/) C++ library (via StanHeaders package) Purpose: Provides R functions to parse, compile, test, estimate, and analyze Stan models. Stan Project: Develops a probabilistic programming language that implements full Bayesian statistical inference via MCMC and (optionally penalized) maximum likelihood estimation via optimization. ``` -------------------------------- ### R Package: mcmcensemble - Ensemble Samplers for Affine-Invariant MCMC Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `mcmcensemble` package provides ensemble samplers for affine-invariant Monte Carlo Markov Chain (MCMC), which facilitate faster convergence for badly scaled estimation problems. It proposes two samplers: the 'differential.evolution' sampler and the 'stretch' sampler. ```APIDOC Package: mcmcensemble Purpose: Faster MCMC convergence for badly scaled problems. Method: Ensemble samplers for affine-invariant MCMC. Samplers: 'differential.evolution', 'stretch'. ``` -------------------------------- ### R Package: mcmc for Random-Walk Metropolis Algorithm Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `mcmc` package provides a focused R function for implementing a random-walk Metropolis algorithm. This function is designed for continuous random vectors, offering a fundamental tool for MCMC sampling in Bayesian contexts where a random-walk proposal is appropriate. ```APIDOC mcmc: Provides an R function for a random-walk Metropolis algorithm for a continuous random vector. ``` -------------------------------- ### R Package: iterLap - Iterative Laplace Approximation for Posterior Inference Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `iterLap` package performs an iterative Laplace approximation to construct a global approximation of the posterior distribution (using mixture distributions) and then employs importance sampling for simulation-based inference. ```APIDOC Package: iterLap Purpose: Simulation-based inference. Method: Iterative Laplace approximation (global posterior approximation with mixture distributions) and importance sampling. ``` -------------------------------- ### R Package: abcrf - ABC Model Choice and Inference via Random Forests Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `abcrf` package performs Approximate Bayesian Computation (ABC) model choice and parameter inference by leveraging random forests. ```APIDOC Package: abcrf Purpose: ABC model choice and parameter inference. Method: Random forests. ``` -------------------------------- ### R Package: BayesComm - Bayesian Multivariate Binary Probit Regression for Ecological Communities Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `BayesComm` package performs Bayesian multivariate binary (probit) regression models, designed for the analysis of ecological communities. ```APIDOC Package: BayesComm Purpose: Analysis of ecological communities. Method: Bayesian multivariate binary (probit) regression models. ``` -------------------------------- ### R Package: BART - Flexible Nonparametric Modeling Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `BART` package provides flexible nonparametric modeling of covariates for continuous, binary, categorical, and time-to-event outcomes. ```APIDOC Package: BART Purpose: Flexible nonparametric modeling of covariates. Supported Outcomes: - Continuous - Binary - Categorical - Time-to-event ``` -------------------------------- ### R Packages for Bayesian Causal Inference Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md This section details R packages focused on Bayesian approaches to causal inference, covering mediation analysis, CACE analysis, inferring Directed Acyclic Graphs (DAGs), and impact estimation in time series. ```R bama: Performs mediation analysis in the presence of high-dimensional mediators based on the potential outcome framework. Bayesian Mediation Analysis (BAMA), developed by Song et al (2019). bartCause: Contains a variety of methods to generate typical causal inference estimates using Bayesian Additive Regression Trees (BART) as the underlying regression model (Hill 2012). BayesCACE: Performs CACE (Complier Average Causal Effect analysis) on either a single study or meta-analysis of datasets with binary outcomes, using either complete or incomplete noncompliance information. baycn: Package for a Bayesian hybrid approach for inferring Directed Acyclic Graphs (DAGs) for continuous, discrete, and mixed data. BayesTree: Implements BART (Bayesian Additive Regression Trees) by Chipman, George, and McCulloch (2006). BDgraph: Provides statistical tools for Bayesian structure learning in undirected graphical models for multivariate continuous, discrete, and mixed data. blavaan: Fits a variety of Bayesian latent variable models, including confirmatory factor analysis, structural equation models, and latent growth curve models. causact: Provides R functions for visualizing and running inference on generative directed acyclic graphs (DAGs). Once a generative DAG is created, the package automates Bayesian inference via the greta package and TensorFlow. CausalImpact: Implements a Bayesian approach to causal impact estimation in time series, as described in Brodersen et al. (2015). ``` -------------------------------- ### R Package: ammiBayes - AMMI Analysis for Ordinal Data Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `ammiBayes` package offers flexible multi-environment trials analysis using an MCMC method for the Additive Main Effects and Multiplicative Model (AMMI) specifically for ordinal data. ```APIDOC Package: ammiBayes Purpose: Multi-environment trials analysis for ordinal data. Method: MCMC for Additive Main Effects and Multiplicative Model (AMMI). ``` -------------------------------- ### R Package: bayescopulareg - Bayesian Copula Generalized Linear Models Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `bayescopulareg` package provides tools for implementing Bayesian copula generalized linear models (GLMs). ```APIDOC Package: bayescopulareg Purpose: Bayesian copula generalized linear models (GLMs). ``` -------------------------------- ### R Package: abc - Parameter Estimation and Model Selection Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `abc` package implements several Approximate Bayesian Computation (ABC) algorithms for performing parameter estimation and model selection. It also provides cross-validation tools for measuring the accuracy of ABC estimates and calculating misclassification probabilities. ```APIDOC Package: abc Purpose: Parameter estimation and model selection using ABC algorithms. Features: - Multiple ABC algorithms - Cross-validation for accuracy - Misclassification probability calculation ``` -------------------------------- ### R Package: bang - Bayesian Analysis Without MCMC Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `bang` package offers functions for the Bayesian analysis of some simple, commonly-used models without relying on Markov Chain Monte Carlo (MCMC) methods like Gibbs sampling. ```APIDOC Package: bang Purpose: Bayesian analysis of simple models. Method: Non-MCMC methods (e.g., without Gibbs sampling). ``` -------------------------------- ### R Package: bayesian - Bayesian Models with brms/Stan and tidymodels Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `bayesian` package facilitates fitting Bayesian models using `brms` and `Stan` in conjunction with the `parsnip` and `tidymodels` frameworks. ```APIDOC Package: bayesian Purpose: Fitting Bayesian models. Integration: brms, Stan, parsnip, tidymodels. ``` -------------------------------- ### R Package: BayesLN - Bayesian Inference with Generalized Inverse Gaussian Prior Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `BayesLN` package enables proper Bayesian inferential procedures by fixing a suitable distribution, specifically the generalized inverse Gaussian, as a prior for the variance. ```APIDOC Package: BayesLN Purpose: Proper Bayesian inference. Method: Uses generalized inverse Gaussian as prior for variance. ``` -------------------------------- ### R Package: bayescount - Bayesian MCMC Analysis of Count Data Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `bayescount` package offers a set of functions to facilitate the analysis of count data (e.g., faecal egg count data) using Bayesian MCMC methods. ```APIDOC Package: bayescount Purpose: Analysis of count data (e.g., faecal egg count data). Method: Bayesian MCMC. ``` -------------------------------- ### R Package: mcmcse - Multivariate Effective Sample Size and Monte Carlo Standard Errors Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `mcmcse` package allows for the estimation of multivariate effective sample size and the calculation of Monte Carlo standard errors. ```APIDOC Package: mcmcse Purpose: Estimation of MCMC diagnostics. Features: - Multivariate effective sample size estimation - Monte Carlo standard error calculation ``` -------------------------------- ### R Package: AovBay for Classical, Nonparametric, and Bayesian ANOVA Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md `AovBay` is an R package that offers multiple approaches to the analysis of variance. It includes functions for the classical frequentist ANOVA, the nonparametric Kruskal-Wallis test (an equivalent for non-normally distributed data), and a Bayesian approach to ANOVA. This package provides a comprehensive set of tools for various ANOVA needs. ```APIDOC AovBay: Provides classical ANOVA, nonparametric Kruskal Wallis, and Bayesian ANOVA. ``` -------------------------------- ### R Package: BayesianTools for General-Purpose MCMC and SMC Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md `BayesianTools` is an R package offering general-purpose Markov Chain Monte Carlo (MCMC) and Sequential Monte Carlo (SMC) samplers. It also includes extensive plot and diagnostic functions essential for Bayesian statistics, with a particular emphasis on calibrating complex system models. The implemented samplers encompass various Metropolis MCMC variants (including adaptive and/or delayed rejection MH), the T-walk, two differential evolution MCMCs, two DREAM MCMCs, and a sequential Monte Carlo (SMC) particle filter, providing a versatile toolkit for sampling and analysis. ```APIDOC BayesianTools: General-purpose MCMC and SMC samplers, plus plot and diagnostic functions for Bayesian statistics. Focuses on calibrating complex system models. Samplers include: Metropolis MCMC variants (adaptive/delayed rejection MH), T-walk, differential evolution MCMCs, DREAM MCMCs, and SMC particle filter. ``` -------------------------------- ### R Packages for Bayesian Tree Models Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md This section outlines R packages that implement various Bayesian tree-based models, including additive regression trees and their applications in causal inference. ```R dbarts: Fits Bayesian additive regression trees (Chipman, George, and McCulloch 2010). bartCause: Contains a variety of methods to generate typical causal inference estimates using Bayesian Additive Regression Trees (BART) as the underlying regression model (Hill 2012). bartcs: Fits Bayesian Regression Additive Trees (BART) models to select true confounders from a large set of potential confounders and to estimate average treatment effect (Kim et al. 2023). ``` -------------------------------- ### R Package: bayesm for Marketing and Micro-econometrics Models Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md `bayesm` provides R functions for Bayesian inference across a diverse range of models commonly employed in marketing and micro-econometrics. Its capabilities include linear regression, multinomial logit, multinomial probit, multivariate probit, multivariate mixture of normals (with clustering), density estimation using finite mixtures of normals or Dirichlet Process priors, hierarchical linear models, hierarchical multinomial logit, hierarchical negative binomial regression, and linear instrumental variable models. This package is a comprehensive tool for applying Bayesian methods in economic and business research. ```APIDOC bayesm: Functions for Bayesian inference in marketing and micro-econometrics models. Includes: linear regression, multinomial logit/probit, multivariate probit, multivariate mixture of normals (including clustering), density estimation (finite mixtures/Dirichlet Process), hierarchical linear/multinomial logit/negative binomial, and linear instrumental variable models. ``` -------------------------------- ### R Package: bayesforecast for Bayesian Time Series Analysis Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md `bayesforecast` offers a suite of functions for conducting Bayesian time series analysis, leveraging 'Stan' for full Bayesian inference. The package supports a broad spectrum of distributions and models, enabling users to fit various time series structures such as Seasonal ARIMA, ARIMAX, Dynamic Harmonic Regression, GARCH, t-student innovation GARCH models, asymmetric GARCH, Random Walks, and stochastic volatility models for univariate series. It provides a robust framework for advanced time series forecasting and modeling. ```APIDOC bayesforecast: Functions for Bayesian time series analysis using Stan. Supports Seasonal ARIMA, ARIMAX, Dynamic Harmonic Regression, GARCH, t-student innovation GARCH, asymmetric GARCH, Random Walks, and stochastic volatility models. ``` -------------------------------- ### R Package: BANOVA - Hierarchical Bayes ANOVA Models Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `BANOVA` package includes functions for Hierarchical Bayes ANOVA models, supporting various response types including normal, t, Binomial (Bernoulli), Poisson, ordered multinomial, and multinomial variables. ```APIDOC Package: BANOVA Purpose: Hierarchical Bayes ANOVA models. Supported Response Types: - Normal - t - Binomial (Bernoulli) - Poisson - Ordered multinomial - Multinomial ``` -------------------------------- ### R Package: bamlss - Bayesian Additive Models for Location, Scale and Shape Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `bamlss` package provides an infrastructure for estimating probabilistic distributional regression models within a Bayesian framework. It allows distribution parameters (e.g., location, scale, shape) to depend on complex additive terms, similar to generalized additive models. ```APIDOC Package: bamlss Purpose: Estimating probabilistic distributional regression models in a Bayesian framework. Features: - Distribution parameters (location, scale, shape) can depend on complex additive terms - Similar to generalized additive models ``` -------------------------------- ### R Package: BayesGWQS - Bayesian Grouped Weighted Quantile Sum Regression Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `BayesGWQS` package fits Bayesian grouped weighted quantile sum (BGWQS) regressions, applicable for one or more chemical groups with binary outcomes. ```APIDOC Package: BayesGWQS Purpose: Fitting Bayesian grouped weighted quantile sum (BGWQS) regressions. Application: One or more chemical groups with binary outcomes. ``` -------------------------------- ### R Package: arm for Bayesian Inference with Linear Models Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `arm` package provides R functions specifically tailored for performing Bayesian inference. It supports various common statistical models, including linear models (lm), generalized linear models (glm), mixed-effects models (mer), and ordinal logistic/probit regression models (polr). This package simplifies the application of Bayesian methods to these widely used model structures. ```APIDOC arm: Functions for Bayesian inference using lm, glm, mer, and polr objects. ``` -------------------------------- ### R Package: mlogitBMA - Modified bic.glm for Multinomial Logit Data Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md The `mlogitBMA` package provides a modified version of the `bic.glm()` function from the `BMA` package, specifically adapted for application to multinomial logit (MNL) data. ```APIDOC Package: mlogitB ``` -------------------------------- ### R Package: loo for Leave-One-Out Cross-Validation Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md `loo` provides efficient functions for approximate leave-one-out cross-validation (LOO) for Bayesian models, utilizing Markov chain Monte Carlo (MCMC). The approximation relies on Pareto smoothed importance sampling (PSIS), a novel method for regularizing importance weights. Beyond LOO, `loo` also calculates standard errors for estimated predictive errors and facilitates the comparison of predictive errors between different models. Additionally, the package supports stacking and other model weighting techniques to average Bayesian predictive distributions, enhancing model assessment and combination. ```APIDOC loo: Functions for efficient approximate leave-one-out cross-validation (LOO) for Bayesian models using MCMC. Uses Pareto smoothed importance sampling (PSIS). Provides standard errors for predictive errors and model comparison. Supports stacking and model weighting for averaging Bayesian predictive distributions. ``` -------------------------------- ### R Package: MCMCpack for Social and Behavioral Sciences Models Source: https://github.com/cran-task-views/bayesian/blob/main/Bayesian.md `MCMCpack` offers model-specific Markov chain Monte Carlo (MCMC) algorithms tailored for a wide array of models frequently used in the social and behavioral sciences. It includes R functions to fit various regression models (e.g., linear, logit, ordinal probit, probit, Poisson), measurement models (e.g., item response theory, factor models), changepoint models (e.g., linear regression, binary probit, ordinal probit, Poisson, panel), and models for ecological inference. The package also provides a generic Metropolis sampler, allowing users to fit arbitrary models beyond the predefined set. ```APIDOC MCMCpack: Model-specific MCMC algorithms for social and behavioral sciences models. Includes: regression models (linear, logit, ordinal probit, probit, Poisson), measurement models (item response theory, factor models), changepoint models (linear, binary probit, ordinal probit, Poisson, panel), and ecological inference models. Also provides a generic Metropolis sampler. ``` === COMPLETE CONTENT === This response contains all available snippets from this library. No additional content exists. Do not make further requests.