Package: bspcov 0.0.0
Kyeongwon Lee
bspcov: Bayesian Sparse Estimation of a Covariance Matrix
Provides functions which perform Bayesian estimations of a covariance matrix for multivariate normal data. Assumes that the covariance matrix is sparse or band matrix and positive-definite. This software has been developed using funding supported by Basic Science Research Program through the National Research Foundation of Korea ('NRF') funded by the Ministry of Education ('RS-2023-00211979', 'NRF-2022R1A5A7033499', 'NRF-2020R1A4A1018207' and 'NRF-2020R1C1C1A01013338').
Authors:
bspcov_0.0.0.tar.gz
bspcov_0.0.0.zip(r-4.5)bspcov_0.0.0.zip(r-4.4)bspcov_0.0.0.zip(r-4.3)
bspcov_0.0.0.tgz(r-4.4-any)bspcov_0.0.0.tgz(r-4.3-any)
bspcov_0.0.0.tar.gz(r-4.5-noble)bspcov_0.0.0.tar.gz(r-4.4-noble)
bspcov_0.0.0.tgz(r-4.4-emscripten)bspcov_0.0.0.tgz(r-4.3-emscripten)
bspcov.pdf |bspcov.html✨
bspcov/json (API)
| # Install 'bspcov' in R: |
| install.packages('bspcov', repos = c('https://statjs.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/statjs/bspcov/issues
- SP500_idioerr - SP500 dataset
- colon - Colon dataset
- tissues - Tissues dataset
Last updated 10 days agofrom:b12b4cfb2b. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 13 2024 |
| R-4.5-win | OK | Nov 13 2024 |
| R-4.5-linux | OK | Nov 13 2024 |
| R-4.4-win | OK | Nov 13 2024 |
| R-4.4-mac | OK | Nov 13 2024 |
| R-4.3-win | OK | Nov 13 2024 |
| R-4.3-mac | OK | Nov 13 2024 |
Exports:bandPPPbmspcovcv.bandPPPcv.thresPPPestimatesbmspcovthresPPP
Dependencies:BayesFactorBHcaretCholWishartclasscliclockcodacodetoolscolorspacecontfraccpp11crayondata.tabledeSolvediagramdigestdplyre1071ellipticfansifarverFinCovRegularizationFNNforcatsforeachfurrrfuturefuture.applygenericsGGallyggmcmcggplot2ggstatsGIGrvgglobalsgluegowergtablehardhathmshypergeoipredisobanditeratorskernlabKernSmoothkslabelinglatticelavalifecyclelistenvlubridatemagrittrMASSMatrixmatrixcalcMatrixModelsmatrixStatsmclustmgcvModelMetricsmulticoolmunsellmvnfastmvtnormnlmennetnumDerivparallellypatchworkpbapplypillarpkgconfigplyrpracmaprettyunitspROCprodlimprogressprogressrproxypurrrquadprogR6RColorBrewerRcppRcppArmadilloRcppEigenrecipesreshape2rlangrpartRSpectrascalesshapeSQUAREMstringistringrsurvivaltibbletidyrtidyselecttimechangetimeDatetzdbutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Bayesian Estimation of a Banded Covariance Matrix | bandPPP |
| Bayesian Sparse Covariance Estimation | bmspcov |
| colon dataset | colon |
| CV for Bayesian Estimation of a Banded Covariance Matrix | cv.bandPPP |
| CV for Bayesian Estimation of a Sparse Covariance Matrix | cv.thresPPP |
| Point-estimate of posterior distribution | estimate estimate.bspcov |
| Plot Diagnostics of Posterior Samples and Cross-Validation | plot.bspcov |
| Draw a Heat Map for Point Estimate of Covariance Matrix | plot.postmean.bspcov |
| Bayesian Sparse Covariance Estimation using Sure Screening | sbmspcov |
| SP500 dataset | SP500_idioerr |
| Summary of Posterior Distribution | summary.bspcov |
| Bayesian Estimation of a Sparse Covariance Matrix | thresPPP |
| tissues dataset | tissues |
