Package: UPG 0.3.5

Gregor Zens

UPG: Efficient Bayesian Algorithms for Binary and Categorical Data Regression Models

Efficient Bayesian implementations of probit, logit, multinomial logit and binomial logit models. Functions for plotting and tabulating the estimation output are available as well. Estimation is based on Gibbs sampling where the Markov chain Monte Carlo algorithms are based on the latent variable representations and marginal data augmentation algorithms described in "Gregor Zens, Sylvia Frühwirth-Schnatter & Helga Wagner (2023). Ultimate Pólya Gamma Samplers – Efficient MCMC for possibly imbalanced binary and categorical data, Journal of the American Statistical Association <doi:10.1080/01621459.2023.2259030>".

Authors:Gregor Zens [aut, cre], Sylvia Frühwirth-Schnatter [aut], Helga Wagner [aut]

UPG_0.3.5.tar.gz
UPG_0.3.5.tar.gz(r-4.5-noble)UPG_0.3.5.tar.gz(r-4.4-noble)
UPG_0.3.5.tgz(r-4.4-emscripten)UPG_0.3.5.tgz(r-4.3-emscripten)
UPG.pdf |UPG.html
UPG/json (API)
NEWS

# Install 'UPG' in R:
install.packages('UPG', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • lfp - Female labor force participation data.
  • program - Students program choices.
  • titanic - Grouped Titanic survival data.

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

3.31 score 41 scripts 465 downloads 1 mentions 2 exports 43 dependencies

Last updated 18 days agofrom:7ed3184cb3. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 19 2024
R-4.5-linuxOKNov 19 2024

Exports:UPGUPG.Diag

Dependencies:clicodacolorspaceevaluatefansifarverggplot2gluegtablehighrisobandknitrlabelinglatticelifecyclemagrittrMASSMatrixmatrixStatsmgcvmnormtmunsellnlmepgdrawpillarpkgconfigplyrR6RColorBrewerRcppreshape2rlangscalesstringistringrtibbletruncnormutf8vctrsviridisLitewithrxfunyaml

UPG_Vignette

Rendered fromvignette.Rnwusingutils::Sweaveon Nov 19 2024.

Last update: 2022-06-21
Started: 2021-01-07

Readme and manuals

Help Manual

Help pageTopics
Extract coefficients from UPG.Binomial objectscoef.UPG.Binomial
Extract coefficients from UPG.Logit objectscoef.UPG.Logit
Extract coefficients from UPG.MNL objectscoef.UPG.MNL
Extract coefficients from UPG.Probit objectscoef.UPG.Probit
Female labor force participation data.lfp
Compute log-likelihoods from UPG.Binomial objectslogLik.UPG.Binomial
Compute log-likelihoods from UPG.Logit objectslogLik.UPG.Logit
Compute log-likelihoods from UPG.MNL objectslogLik.UPG.MNL
Compute log-likelihoods from UPG.Probit objectslogLik.UPG.Probit
Coefficient plots for UPG.Binomial objectsplot.UPG.Binomial
Coefficient plots for UPG.Logit objectsplot.UPG.Logit
Coefficient plots for UPG.MNL objectsplot.UPG.MNL
Coefficient plots for UPG.Probit objectsplot.UPG.Probit
Predicted probabilities from UPG.Binomial objectspredict.UPG.Binomial
Predicted probabilities from UPG.Logit objectspredict.UPG.Logit
Predicted probabilities from UPG.MNL objectspredict.UPG.MNL
Predicted probabilities from UPG.Probit objectspredict.UPG.Probit
Print information for UPG.Binomial objectsprint.UPG.Binomial
Print information for UPG.Logit objectsprint.UPG.Logit
Print information for UPG.MNL objectsprint.UPG.MNL
Print information for UPG.Probit objectsprint.UPG.Probit
Students program choices.program
Estimation results and tables for UPG.Binomial objectssummary.UPG.Binomial
Estimation results and tables for UPG.Logit objectssummary.UPG.Logit
Estimation results and tables for UPG.MNL objectssummary.UPG.MNL
Estimation result summary and tables for UPG.Probit objectssummary.UPG.Probit
Grouped Titanic survival data.titanic
Efficient MCMC Samplers for Bayesian probit regression and various logistic regression modelsUPG
MCMC Diagnostics for 'UPG.Probit', 'UPG.Logit', 'UPG.MNL' and 'UPG.Binomial' objects using 'coda'UPG.Diag
MCMC Diagnostics for 'UPG.Binomial' objectsUPG.Diag.Binomial
MCMC Diagnostics for 'UPG.Logit' objectsUPG.Diag.Logit
MCMC Diagnostics for 'UPG.MNL' objectsUPG.Diag.MNL
MCMC Diagnostics for UPG.Probit objectsUPG.Diag.Probit