Package: copre 0.2.1

Blake Moya

copre: Tools for Nonparametric Martingale Posterior Sampling

Performs Bayesian nonparametric density estimation using Martingale posterior distributions including the Copula Resampling (CopRe) algorithm. Also included are a Gibbs sampler for the marginal Gibbs-type mixture model and an extension to include full uncertainty quantification via a predictive sequence resampling (SeqRe) algorithm. The CopRe and SeqRe samplers generate random nonparametric distributions as output, leading to complete nonparametric inference on posterior summaries. Routines for calculating arbitrary functionals from the sampled distributions are included as well as an important algorithm for finding the number and location of modes, which can then be used to estimate the clusters in the data using, for example, k-means. Implements work developed in Moya B., Walker S. G. (2022). <doi:10.48550/arxiv.2206.08418>, Fong, E., Holmes, C., Walker, S. G. (2021) <doi:10.48550/arxiv.2103.15671>, and Escobar M. D., West, M. (1995) <doi:10.1080/01621459.1995.10476550>.

Authors:Blake Moya [cre, aut], The University of Texas at Austin [cph, fnd]

copre_0.2.1.tar.gz
copre_0.2.1.tar.gz(r-4.5-noble)copre_0.2.1.tar.gz(r-4.4-noble)
copre_0.2.1.tgz(r-4.4-emscripten)copre_0.2.1.tgz(r-4.3-emscripten)
copre.pdf |copre.html
copre/json (API)
NEWS

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

Peer review:

Uses libs:
  • 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.

1.70 score 2 scripts 187 downloads 13 exports 36 dependencies

Last updated 7 months agofrom:436f0b172b. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKOct 31 2024
R-4.5-linux-x86_64OKOct 31 2024

Exports:antimodescoprefunctionalG_normlsgibbsmixgridevalmodesmomentn_modesseqreSq_dirichletSq_gnedin0Sq_pitmanyor

Dependencies:abindBHclicolorspacedirichletprocessfansifarverggplot2gluegtablegtoolsisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellmvtnormnlmepillarpkgconfigpracmaR6RColorBrewerRcppRcppArmadillorlangscalestibbleutf8vctrsviridisLitewithr