| Name : R-monomvn
| |
| Version : 1.9.20
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.4
| Date : 2024-06-14 11:30:15
|
| Group : Development/Libraries/Other
| Source RPM : R-monomvn-1.9.20-lp153.1.4.src.rpm
|
| Size : 1.21 MB
| |
| Packager : (none)
| |
| Summary : Estimation for MVN and Student-t Data with Monotone Missingness
|
Description :
Estimation of multivariate normal (MVN) and student-t data of arbitrary
dimension where the pattern of missing data is monotone. See Pantaleo
and Gramacy (2010) < arXiv:0907.2135>. Through the use of
parsimonious/shrinkage regressions (plsr, pcr, lasso, ridge, etc.),
where standard regressions fail, the package can handle a nearly
arbitrary amount of missing data. The current version supports maximum
likelihood inference and a full Bayesian approach employing
scale-mixtures for Gibbs sampling. Monotone data augmentation extends
this Bayesian approach to arbitrary missingness patterns. A fully
functional standalone interface to the Bayesian lasso (from Park &
Casella), Normal-Gamma (from Griffin & Brown), Horseshoe (from
Carvalho, Polson, & Scott), and ridge regression with model selection
via Reversible Jump, and student-t errors (from Geweke) is also
provided.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
