Package: COMIX 1.0.0

S. Gorsky

COMIX: Coarsened Mixtures of Hierarchical Skew Kernels

Bayesian fit of a Dirichlet Process Mixture with hierarchical multivariate skew normal kernels and coarsened posteriors. For more information, see Gorsky, Chan and Ma (2020) <arxiv:2001.06451>.

Authors:S. Gorsky [aut, cre], C. Chan [ctb], L. Ma [ctb]

COMIX_1.0.0.tar.gz
COMIX_1.0.0.tar.gz(r-4.5-noble)COMIX_1.0.0.tar.gz(r-4.4-noble)
COMIX_1.0.0.tgz(r-4.4-emscripten)COMIX_1.0.0.tgz(r-4.3-emscripten)
COMIX.pdf |COMIX.html✨
COMIX/json (API)

# Install 'COMIX' in R:

install.packages('COMIX', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3
openmp– GCC OpenMP (GOMP) support library

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.46 score 29 scripts 256 downloads 15 exports 41 dependencies

Last updated 2 years agofrom:4dc6395b41. Checks:OK: 1 NOTE: 1. Indexed: no.

Target	Result	Date
Doc / Vignettes	OK	Oct 01 2024
R-4.5-linux-x86_64	NOTE	Oct 01 2024

Exports:acfParams calibrate calibrateNoDist comix effectiveSampleSize gewekeParams heidelParams plotEffectiveSampleSize plotGewekeParams plotHeidelParams plotTracePlots relabelChain summarizeChain tidyChain transform_params

Dependencies:cli coda colorspace cpp11 dplyr fansi farver generics ggplot2 glue gtable isoband labeling lattice lifecycle magrittr MASS Matrix mgcv munsell nlme pillar pkgconfig purrr R6 RColorBrewer Rcpp RcppArmadillo RcppEigen RcppNumerical rlang scales stringi stringr tibble tidyr tidyselect utf8 vctrs viridisLite withr

COMIX

Rendered fromvignette.html.asisusingR.rsp::asison Oct 01 2024.

Last update: 2022-11-23
Started: 2022-11-23

Citation

Readme and manuals

Help Manual

Help page	Topics
The function computes (and by default plots) estimates of the autocovariance or autocorrelation function for the different parameters of the model. This is a wrapper for coda::acf.	acfParams
This function aligns multiple samples so that their location parameters are equal.	calibrate
This function aligns multiple samples so that their location parameters are equal.	calibrateNoDist
This function generates a sample from the posterior of COMIX.	comix
This function creates an object that summarizes the effective sample size for the parameters of the model.	effectiveSampleSize
This function creates an object that summarizes the Geweke convergence diagnostic.	gewekeParams
This function creates an object that summarizes the Heidelberg-Welch convergence diagnostic.	heidelParams
This function creates plots for the effective sample size for the parameters of the model.	plotEffectiveSampleSize
This function creates plots for the Geweke diagnostic and results of test of stationarity for the parameters of the model.	plotGewekeParams
This function creates plots for the Heidelberg-Welch diagnostic and results of test of stationarity for the parameters of the model.	plotHeidelParams
This function creates trace plots for different parameters of the MCMC chain.	plotTracePlots
This function relabels the chain to avoid label switching issues.	relabelChain
This function provides post-hoc estimates of the model parameters.	summarizeChain
This function creates tidy versions of the stored chain. This object can then be used as input for the other diagnostic functions in this package.	tidyChain
Convert between parameterizations of the multivariate skew normal distribution.	transform_params