Provides functions for the Bayesian analysis of some simple commonly-used models, without using Markov Chain Monte Carlo (MCMC) methods such as Gibbs sampling. The ‘rust’ package https://cran.r-project.org/package=rust is used to simulate a random sample from the required posterior distribution, using the ratio-of-uniforms method. Currently three conjugate hierarchical models are available: beta-binomial, gamma-Poisson and a 1-way Analysis of Variance (ANOVA). Advantages of the ratio-of-uniforms method over MCMC in this context are that the user is not required to set tuning parameters nor to monitor convergence and a random posterior sample is produced.
The hef
function samples from the posterior distribution
of the parameters of certain hierarchical exponential family models. The
following code performs essentially the same analysis of the rat tumor
data using a beta-binomial hierarchical model that appears in Section
5.3 of Gelman, A., Carlin, J. B., Stern, H. S. Dunson, D. B., Vehtari,
A. and Rubin, D. B. (2014) Bayesian Data Analysis. Chapman & Hall /
CRC. http://www.stat.columbia.edu/~gelman/book/.
library(bang)
<- hef(model = "beta_binom", data = rat)
rat_res plot(rat_res)
To get the current released version from CRAN:
install.packages("bang")