A General Framework for Bayesian Estimation Using the 'Tierney'-'Kadane' Approximation


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Documentation for package ‘TKApprox’ version 0.1.0

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AIC.tkfit AIC Method for tkfit Objects
BIC.tkfit BIC Method for tkfit Objects
CAIC Compute CAIC (Consistent AIC)
CAIC.tkfit Compute CAIC (Consistent AIC)
coef.tkfit Coefficients Method for tkfit Objects
DIC Compute DIC (Deviance Information Criterion) Approximation
DIC.tkfit Compute DIC (Deviance Information Criterion) Approximation
eval_logposterior Evaluate the Log-Posterior at Given Parameters
expected_logposterior Compute Expected Log-Posterior
expected_logposterior.tkfit Compute Expected Log-Posterior
HQIC Compute HQIC (Hannan-Quinn Information Criterion)
HQIC.tkfit Compute HQIC (Hannan-Quinn Information Criterion)
likelihood Likelihood Construction for Censored Data
logLik.tkfit Log-Likelihood Method for tkfit Objects
loglik_complete Complete (Uncensored) Data Log-Likelihood
loglik_dispatcher Generic Likelihood Dispatcher
loglik_doubly_censored Doubly Censored Data Log-Likelihood
loglik_hybrid_censored Hybrid Censored Data Log-Likelihood
loglik_interval_censored Interval-Censored Data Log-Likelihood
loglik_left_censored Left-Censored Data Log-Likelihood
loglik_progressive_type2_censored Progressive Type-II Censored Data Log-Likelihood
loglik_right_censored Right-Censored Data Log-Likelihood
loglik_type1_censored Type-I Censored Data Log-Likelihood
loglik_type2_censored Type-II Censored Data Log-Likelihood
logprior_beta Prior Distribution Functions
logprior_dispatcher Generic Prior Function Dispatcher
logprior_exponential Prior Distribution Functions
logprior_gamma Prior Distribution Functions
logprior_independent Independent Priors for Multiple Parameters
logprior_invgamma Prior Distribution Functions
logprior_lognormal Prior Distribution Functions
logprior_normal Prior Distribution Functions
logprior_uniform Prior Distribution Functions
logprior_weibull Prior Distribution Functions
model_comparison Model Comparison Statistics for tkfit Objects
model_comparison_table Comprehensive Model Comparison Table
neglogLik Compute Negative Log-Likelihood
neglogLik.tkfit Compute Negative Log-Likelihood
plot.tkfit Plot Method for tkfit Objects
plot.tksensitivity Plot Method for tksensitivity Objects
plot_convergence Convergence Diagnostic Plot
plot_credible_intervals Credible Intervals Plot
plot_likelihood_surface Likelihood Surface Plot
plot_posterior_approximation Posterior Approximation Plot
plot_prior_posterior Prior vs Posterior Comparison Plot
plot_residuals Residuals Plot
plot_sensitivity_estimates Plot Sensitivity of Estimates
plot_sensitivity_logposterior Plot Sensitivity of Log-Posterior
plot_sensitivity_risk Plot Sensitivity of Risk
predict.tkfit Predict Method for tkfit Objects
print.tkexpectation Print Method for tkexpectation Objects
print.tkfit Print Method for tkfit Objects
print.tkhessian Print Method for tkhessian Objects
print.tkmode Print Method for tkmode Objects
print.tksensitivity Print Method for tksensitivity Objects
print_model_comparison Print Model Comparison Table
priors Prior Distribution Functions
residuals.tkfit Residuals Method for tkfit Objects
summary.tkfit Summary Method for tkfit Objects
tk_expectation Tierney-Kadane Approximation of Posterior Expectations
tk_expectations Compute Multiple Expectations Efficiently
tk_fit Main Function for Bayesian Estimation via Tierney-Kadane Approximation
tk_hessian Compute the Hessian and Posterior Covariance Matrix
tk_loss Bayes Estimators Under Various Loss Functions
tk_loss_custom Custom Loss Function Estimator
tk_loss_gel General Entropy Loss (GEL) Estimator
tk_loss_linex LINEX Loss Estimator
tk_loss_precautionary Precautionary Loss Estimator
tk_loss_sel Squared Error Loss (SEL) Estimator
tk_loss_weighted_sel Weighted Squared Error Loss Estimator
tk_mode Find the Posterior Mode via Optimization
tk_plot Visualization Functions for tkfit Objects
tk_posterior Construct the Log-Posterior Function
tk_sensitivity Prior Sensitivity Analysis
vcov.tkfit Variance-Covariance Method for tkfit Objects