Bayesian Analysis, No Gibbs
bang: Bayesian Analysis, No Gibbs
Posterior sampling for a 1-way hierarchical ANOVA
Hierarchical Exponential Family Model
Plot diagnostics for a hef object
Posterior predictive checks for a hef object
Print method for objects of class "hef"
Print method for objects of class "summary.hef"
Set a user-defined prior
Simulate from a beta-binomial posterior predictive distribution
Simulate from a gamma-Poisson posterior predictive distribution
Simulate from a one-way hierarchical ANOVA posterior predictive distri...
Summarizing hef objects
Provides functions for the Bayesian analysis of some simple commonly-used models, without using Markov Chain Monte Carlo (MCMC) methods such as Gibbs sampling. The 'rust' package <https://cran.r-project.org/package=rust> is used to simulate a random sample from the required posterior distribution, using the generalized ratio-of-uniforms method. See Wakefield, Gelfand and Smith (1991) <DOI:10.1007/BF01889987> for details. At the moment three conjugate hierarchical models are available: beta-binomial, gamma-Poisson and a 1-way analysis of variance (ANOVA).
Useful links