Package: MSIMST 1.1
MSIMST: Bayesian Monotonic Single-Index Regression Model with the Skew-T Likelihood
Incorporates a Bayesian monotonic single-index mixed-effect model with a multivariate skew-t likelihood, specifically designed to handle survey weights adjustments. Features include a simulation program and an associated Gibbs sampler for model estimation. The single-index function is constrained to be monotonic increasing, utilizing a customized Gaussian process prior for precise estimation. The model assumes random effects follow a canonical skew-t distribution, while residuals are represented by a multivariate Student-t distribution. Offers robust Bayesian adjustments to integrate survey weight information effectively.
Authors:
MSIMST_1.1.tar.gz
MSIMST_1.1.tar.gz(r-4.5-noble)MSIMST_1.1.tar.gz(r-4.4-noble)
MSIMST_1.1.tgz(r-4.4-emscripten)MSIMST_1.1.tgz(r-4.3-emscripten)
MSIMST.pdf |MSIMST.html✨
MSIMST/json (API)
NEWS
# Install 'MSIMST' in R: |
install.packages('MSIMST', repos = 'https://cloud.r-project.org') |
Bug tracker:https://github.com/rh8liuqy/msimst/issues
Last updated 6 months agofrom:74634f06d5. Checks:3 OK. Indexed: no.
Target | Result | Latest binary |
---|---|---|
Doc / Vignettes | OK | Mar 16 2025 |
R-4.5-linux-x86_64 | OK | Mar 16 2025 |
R-4.4-linux-x86_64 | OK | Mar 16 2025 |
Exports:Gibbs_SamplerphiX_creg_simulation1reg_simulation2reg_simulation3WFPBB
Dependencies:dotCall64fieldsmapsMASSmvtnormrbibutilsRcppRcppArmadilloRdpackspamtruncnormviridisLite
Citation
To cite package ‘MSIMST’ in publications use:
Liu Q, Pati D, Bandyopadhyay D (2024). MSIMST: Bayesian Monotonic Single-Index Regression Model with the Skew-T Likelihood. R package version 1.1, https://CRAN.R-project.org/package=MSIMST.
Corresponding BibTeX entry:
@Manual{, title = {MSIMST: Bayesian Monotonic Single-Index Regression Model with the Skew-T Likelihood}, author = {Qingyang Liu and Debdeep Pati and Dipankar Bandyopadhyay}, year = {2024}, note = {R package version 1.1}, url = {https://CRAN.R-project.org/package=MSIMST}, }
Readme and manuals
Help Manual
Help page | Topics |
---|---|
The Associated Gibbs Sampler | Gibbs_Sampler |
The 'MSIMST' package. | MSIMST-package MSIMST |
The Function to Calculate the phiX Matrix for Estimating Single-Index Function | phiX_c |
The Function for the Simulation Study without the Variable Selection | reg_simulation1 |
The Function for the Simulation Study with the Variable Selection | reg_simulation2 |
The Function for the Simulation Study with the Variable Selection and Survey Weights | reg_simulation3 |
Weighted Finite Population Bayesian Bootstrap | WFPBB |