MSIMST: Bayesian Monotonic Single-Index Regression Model with the Skew-T Likelihood
Incorporates a Bayesian monotonic single-index mixed-effect model with a multivariate skew-t likelihood, specifically designed to handle survey weights adjustments. Features include a simulation program and an associated Gibbs sampler for model estimation. The single-index function is constrained to be monotonic increasing, utilizing a customized Gaussian process prior for precise estimation. The model assumes random effects follow a canonical skew-t distribution, while residuals are represented by a multivariate Student-t distribution. Offers robust Bayesian adjustments to integrate survey weight information effectively.
| Version: | 1.1 |
| Depends: | R (≥ 3.4.0) |
| Imports: | MASS (≥ 7.3-58.4), Rcpp (≥ 1.0.12), mvtnorm (≥ 1.2-4), fields (≥ 15.2), parallel (≥ 4.3.0), truncnorm (≥ 1.0-9), Rdpack (≥ 2.6) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | lattice (≥ 0.21-8), HDInterval (≥ 0.2.4), latex2exp (≥ 0.9.6), posterior (≥ 1.5.0) |
| Published: | 2024-09-16 |
| DOI: | 10.32614/CRAN.package.MSIMST |
| Author: | Qingyang Liu 
[aut, cre],
Debdeep Pati [aut],
Dipankar Bandyopadhyay [aut] |
| Maintainer: | Qingyang Liu <rh8liuqy at gmail.com> |
| License: | GPL (≥ 3) |
| URL: | https://github.com/rh8liuqy/MSIMST |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | MSIMST results |
Documentation:
Downloads:
| Package source: | MSIMST_1.1.tar.gz |
| Windows binaries: | r-devel: MSIMST_1.1.zip, r-release: not available, r-oldrel: MSIMST_1.1.zip |
| macOS binaries: | r-release (arm64): MSIMST_1.1.tgz, r-oldrel (arm64): MSIMST_1.1.tgz, r-release (x86_64): not available, r-oldrel (x86_64): not available |
Linking:
Please use the canonical form https://CRAN.R-project.org/package=MSIMST to link to this page.