sdPrior1.0-0 package

Scale-Dependent Hyperpriors in Structured Additive Distributional Regression

mdf_aunif

Marginal Density for Given Scale Parameter and Approximated Uniform Pr...

mdf_ga

Marginal Density for Given Scale Parameter and Half-Normal Prior for $...

mdf_gbp

Marginal Density for Given Scale Parameter and Half-Cauchy Prior for $...

mdf_ig

Marginal Density for Given Scale Parameter and Inverse Gamma Prior for...

mdf_sd

Marginal Density for Given Scale Parameter and Scale-Dependent Prior f...

papprox_unif

Compute Cumulative Distribution Function of Approximated (Differentiab...

rapprox_unif

Draw Random Numbers from Approximated (Differentiably) Uniform Distrib...

zambia_graph

Prior precision matrix for spatial variable in Zambia data set

zambia_height92

Malnutrition in Zambia

dapprox_unif

Compute Density Function of Approximated (Differentiably) Uniform Dist...

DesignM

Computing Designmatrix for Splines

get_theta

Find Scale Parameter for (Scale Dependent) Hyperprior

get_theta_aunif

Find Scale Parameter for Hyperprior for Variances Where the Standard D...

get_theta_ga

Find Scale Parameter for Gamma (Half-Normal) Hyperprior

get_theta_gbp

Find Scale Parameter for Generalised Beta Prime (Half-Cauchy) Hyperpri...

get_theta_ig

Find Scale Parameter for Inverse Gamma Hyperprior

get_theta_linear

Find Scale Parameter for Inverse Gamma Hyperprior of Linear Effects wi...

hyperpar

Find Scale Parameters for Inverse Gamma Hyperprior of Nonlinear Effect...

hyperpar_mod

Find Scale Parameter for modular regression

hyperparlin

Find Scale Parameter for Inverse Gamma Hyperprior of Linear Effects wi...

mdbeta

Marginal Density of β\beta

Utility functions for scale-dependent and alternative hyperpriors. The distribution parameters may capture location, scale, shape, etc. and every parameter may depend on complex additive terms (fixed, random, smooth, spatial, etc.) similar to a generalized additive model. Hyperpriors for all effects can be elicitated within the package. Including complex tensor product interaction terms and variable selection priors. The basic model is explained in in Klein and Kneib (2016) <doi:10.1214/15-BA983>.

  • Maintainer: Nadja Klein
  • License: GPL-2
  • Last published: 2018-10-06