mcmc - Markov Chain Monte Carlo

Simulates continuous distributions of random vectors using Markov chain Monte Carlo (MCMC). Users specify the distribution by an R function that evaluates the log unnormalized density. Algorithms are random walk Metropolis algorithm (function metrop), simulated tempering (function temper), and morphometric random walk Metropolis (Johnson and Geyer, 2012, <doi:10.1214/12-AOS1048>, function morph.metrop), which achieves geometric ergodicity by change of variable.

Last updated 1 years ago

8.86 score 153 packages 284 scripts 14k downloads

trust - Trust Region Optimization

Does local optimization using two derivatives and trust regions. Guaranteed to converge to local minimum of objective function.

Last updated 5 years ago

5.96 score 67 packages 61 scripts 7.4k downloads

rcdd - Computational Geometry

R interface to (some of) cddlib (<https://github.com/cddlib/cddlib>). Converts back and forth between two representations of a convex polytope: as solution of a set of linear equalities and inequalities and as convex hull of set of points and rays. Also does linear programming and redundant generator elimination (for example, convex hull in n dimensions). All functions can use exact infinite-precision rational arithmetic.

Last updated 11 months ago

5.61 score 36 packages 97 scripts 3.8k downloads

potts - Markov Chain Monte Carlo for Potts Models

Do Markov chain Monte Carlo (MCMC) simulation of Potts models (Potts, 1952, <doi:10.1017/S0305004100027419>), which are the multi-color generalization of Ising models (so, as as special case, also simulates Ising models). Use the Swendsen-Wang algorithm (Swendsen and Wang, 1987, <doi:10.1103/PhysRevLett.58.86>) so MCMC is fast. Do maximum composite likelihood estimation of parameters (Besag, 1975, <doi:10.2307/2987782>, Lindsay, 1988, <doi:10.1090/conm/080>).

Last updated 2 years ago

2.48 score 30 scripts 326 downloads

sped - Multi-Gene Descent Probabilities

Do multi-gene descent probabilities (Thompson, 1983, <doi:10.1098/rspb.1983.0072>) and special cases thereof (Thompson, 1986, <doi:10.1002/zoo.1430050210>) including inbreeding and kinship coefficients. But does much more: probabilities of any set of genes descending from any other set of genes.

Last updated 1 years ago

2.28 score 19 scripts 180 downloads

ump - Uniformly Most Powerful Tests

Does uniformly most powerful (UMP) and uniformly most powerful unbiased (UMPU) tests. At present only distribution implemented is binomial distribution. Also does fuzzy tests and confidence intervals (following Geyer and Meeden, 2005, <doi:10.1214/088342305000000340>) for the binomial distribution (one-tailed procedures based on UMP test and two-tailed procedures based on UMPU test).

Last updated 8 years ago

2.18 score 15 scripts 520 downloads

fuzzyRankTests - Fuzzy Rank Tests and Confidence Intervals

Does fuzzy tests and confidence intervals (following Geyer and Meeden, Statistical Science, 2005, <doi:10.1214/088342305000000340>) for sign test and Wilcoxon signed rank and rank sum tests.

Last updated 3 years ago

1.88 score 1 packages 25 scripts 284 downloads

pooh - Partial Orders and Relations

Finds equivalence classes corresponding to a symmetric relation or undirected graph. Finds total order consistent with partial order or directed graph (so-called topological sort).

Last updated 8 years ago

1.84 score 1 packages 23 scripts 518 downloads

glmbb - All Hierarchical or Graphical Models for Generalized Linear Model

Find all hierarchical models of specified generalized linear model with information criterion (AIC, BIC, or AICc) within specified cutoff of minimum value. Alternatively, find all such graphical models. Use branch and bound algorithm so we do not have to fit all models.

Last updated 4 years ago

1.71 score 51 scripts 284 downloads

TSHRC - Two Stage Hazard Rate Comparison

Two-stage procedure compares hazard rate functions, which may or may not cross each other.

Last updated 6 years ago

1.65 score 1 packages 15 scripts 262 downloads

CatDataAnalysis - Datasets for Categorical Data Analysis by Agresti

Datasets used in the book "Categorical Data Analysis" by Agresti (2012, ISBN:978-0-470-46363-5) but not printed in the book. Datasets and help pages were automatically produced from the source <https://users.stat.ufl.edu/~aa/cda/data.html> by the R script foo.R, which can be found in the GitHub repository.

Last updated 2 years ago

1.00 score 5 scripts 427 downloads