Package: glmbayesCore 0.5.4

Kjell Nygren

glmbayesCore: Core C++ Sampling Engine for 'glmbayes'

Core C++ engine for 'glmbayes': envelope-based iid linear and generalized linear model samplers, prior-family routing, and optional 'OpenCL' acceleration. Sampling for supported non-conjugate models uses accept-reject methods based on likelihood subgradients as in Nygren and Nygren (2006) <doi:10.1198/016214506000000357>. Intended as a developer backend for the 'glmbayes' formula interface; end users should use 'glmbayes' for modelling with interfaces analogous to 'lm' and 'glm'. Mixed-model engines are planned for a future release.

Authors:Kjell Nygren [aut, cre], The R Core Team [ctb, cph], The R Foundation [cph], Ross Ihaka [ctb, cph], Robert Gentleman [ctb, cph], Simon Davies [ctb], Morten Welinder [ctb, cph], Martin Maechler [ctb], The Khronos Group Inc [cph]

glmbayesCore_0.5.4.tar.gz
glmbayesCore_0.5.4.zip(r-4.7-x86_64)glmbayesCore_0.5.4.zip(r-4.7-arm64)glmbayesCore_0.5.4.zip(r-4.6-x86_64)glmbayesCore_0.5.4.zip(r-4.6-arm64)
glmbayesCore_0.5.4.tar.gz(r-4.7-arm64)glmbayesCore_0.5.4.tar.gz(r-4.7-x86_64)glmbayesCore_0.5.4.tar.gz(r-4.6-arm64)glmbayesCore_0.5.4.tar.gz(r-4.6-x86_64)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
glmbayesCore/json (API)

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

Bug tracker:https://github.com/knygren/glmbayescore/issues

Uses libs:
  • openblas– Optimized BLAS
  • onetbb– Parallelism library for C++
  • c++– GNU Standard C++ Library v3
Datasets:
  • AMI - Amitriptyline overdose data
  • BikeSharing - Bike Sharing Dataset
  • Boston_centered - Boston housing data with mean-centered predictors
  • carinsca - Canadian Automobile Insurance Claims for 1957-1958
  • Cleveland - Cleveland Heart Disease Dataset

On CRAN:

Conda:

openblasonetbbcpp

2.95 score 3 packages 282 downloads 47 exports 9 dependencies

Last updated from:8a67d97a58. Checks:9 OK, 1 FAIL. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64OK275
linux-devel-x86_64OK351
source / vignettesOK594
linux-release-arm64OK294
linux-release-x86_64OK362
windows-devel-arm64OK524
windows-devel-x86_64OK462
windows-release-arm64OK477
windows-release-x86_64OK334
wasm-releaseFAIL175

Exports:compute_gaussian_priordBetadGammadiagnose_glmbayesdIndependent_Normal_GammadNormaldNormal_GammaEnvelopeBuildEnvelopeCenteringEnvelopeDispersionBuildEnvelopeEvalEnvelopeOptEnvelopeOrchestratorEnvelopeSetGridEnvelopeSetLogPEnvelopeSizeEnvelopeSortglmb_Standardize_Modelglmb.wfitglmbayesCore_has_openclglmbfamfuncmulti_prior_setupmulti_rindepNormalGamma_regmulti_rlmbmulti_rNormal_regmulti_rNormalGamma_regpfamilypinvgamma_ctpnorm_ctPrior_CheckPrior_Setupqinvgamma_ctrBeta_regrGamma_Conjugate_regrgamma_ctrGamma_regrglmbrindepNormalGamma_regrIndepNormalGammaReg_stdrinvgamma_ctrlmbrnorm_ctrNormal_regrNormal_reg.wfitrNormalGamma_regrNormalGLM_stdsimfunction

Dependencies:jsonliteMASSnmathopenclopencltoolsrbibutilsRcppRcppArmadilloRcppParallelRdpack

Readme and manuals

Help Manual

Help pageTopics
glmbayesCore: Core C++ Sampling Engine for 'glmbayes'glmbayesCore-package glmbayesCore
Amitriptyline overdose dataAMI
Bike Sharing Dataset (Processed)BikeSharing
Boston housing data with mean-centered predictorsBoston_centered
Canadian Automobile Insurance Claims for 1957-1958carinsca
Cleveland Heart Disease DatasetCleveland
Compute Calibrated Gaussian Normal–Gamma Prior Componentscompute_gaussian_prior
GPU and OpenCL diagnostics for 'glmbayes'diagnose_glmbayes glmbayesCore_has_opencl gpu_diagnostics print.diagnose_glmbayes
GPU-Accelerated Envelope Construction for Posterior SimulationEnvelopeBuild EnvelopeSetGrid EnvelopeSetLogP
Envelope Centering for Bayesian Gaussian RegressionEnvelopeCentering
Builds Dispersion-Aware Envelope for SimulationEnvelopeDispersionBuild
Evaluate Negative Log-Likelihood and GradientsEnvelopeEval
Envelope Construction Orchestrator for Bayesian Gaussian RegressionEnvelopeOrchestrator
Envelope Sizing and OptimizationEnvelopeOpt EnvelopeSize
Sorts Envelope function for simulationEnvelopeSort
Model Formulae for 'summary.rglmb' Objectsformula.summary.rglmb
The Central Gamma Distributionctrgamma Gamma_ct pgamma_ct rgamma_ct
Standardize A Non-Gaussian Modelglmb_Standardize_Model
Return family functions used during simulation and post processingglmbfamfunc print.glmbfamfunc
The Central Inverse-Gamma DistributionInvGamma_ct pinvgamma_ct qinvgamma_ct rinvgamma_ct
Prior setup for multiple Gaussian responsesmulti_prior_setup
Multi-response Bayesian regression and simulationmulti_rindepNormalGamma_reg multi_rlmb multi_rNormalGamma_reg
Multi-response Normal regression simulationmulti_rNormal_reg
The Central Normal DistributionNormal_ct pnorm_ct rnorm_ct
Prior Family Objects for Bayesian ModelsdBeta dGamma dIndependent_Normal_Gamma dNormal dNormal_Gamma pfamily print.pfamily
Checks for Prior-data conflictsPrior_Check
Setup Prior Objectsprint.PriorSetup Prior_Setup
Deviance Residuals for 'rglmb' and 'summary.rglmb' Objectsresiduals.rglmb residuals.rlmb residuals.summary.rglmb
The Bayesian Generalized Linear Model Distributionprint.rglmb rglmb
The Bayesian Gaussian Regression with Independent Normal-Gamma Prior in Standard FormrIndepNormalGammaReg_std
The Bayesian Linear Model Distributionprint.rlmb rlmb
Bayesian Weighted Fitting Enginesglmb.wfit rNormal_reg.wfit
The Bayesian Generalized Linear Model Distribution in Standard FormrNormalGLM_std
Simulation Functions for Bayesian Generalized Linear Modelsprint.rGamma_reg print.simfunction rBeta_reg rGamma_Conjugate_reg rGamma_reg rindepNormalGamma_reg rNormalGamma_reg rNormal_reg simfuncs simfunction
Low-Level Simulation Pipeline for Bayesian GLMsSimulationPipeline
Summarizing mrglmb Objectsprint.summary.mrglmb summary.mrglmb
Summarizing Bayesian gamma_reg Distribution Functionsprint.summary.rGamma_reg summary.rGamma_reg
Summarizing Bayesian Generalized Linear Model Distribution Functionsprint.summary.rglmb summary.rglmb summary.rlmb