Package: CausalMixGPD
Type: Package
Title: Bayesian Nonparametric Conditional Density Modeling in Causal
        Inference and Clustering with a Heavy-Tail Extension
Version: 0.7.0
Maintainer: Arnab Aich <aaich@fsu.edu>
Authors@R: c(
    person(given = "Arnab", family = "Aich", role = c("aut", "cre"),
           email = "aaich@fsu.edu",
           comment = c(ORCID = "0009-0005-7801-6701"))
    )
Description: The presence of a heavy tail is a feature of many scenarios when risk management
            involves extremely rare events. While parametric distributions may give adequate
            representation of the mode of data, they are likely to misrepresent heavy tails,
            and completely nonparametric approaches lack a rigorous mechanism for
            tail extrapolation; see Pickands (1975) <doi:10.1214/aos/1176343003>. The
            package 'CausalMixGPD' implements the semiparametric framework of Aich and
            Bhattacharya (2026) <doi:10.5281/zenodo.19620523> for Bayesian analysis of
            heavy-tailed outcomes by combining Dirichlet process mixture models for the body
            of the distribution with optional generalized Pareto tails. The method allows
            for unconditional and covariate-modulated mixtures, implements MCMC estimation
            using 'nimble', and extends to mixtures of different arms' outcomes with
            application to causal inference in the Rubin (1974)
            <doi:10.1037/h0037350> framework. Posterior summaries include density
            functions, quantiles, expected values, survival functions, and causal effects,
            with an emphasis on tail quantiles and functional measures sensitive to the
            tail.
License: GPL-3
Encoding: UTF-8
LazyData: true
Depends: R (>= 4.0.0), nimble
Imports: stats, utils, ggplot2
Suggests: testthat (>= 3.0.0), knitr, rmarkdown, here, cli, coda,
        ggmcmc, future, future.apply, crayon, DT, kableExtra, plotly,
        MatchIt, codetools
VignetteBuilder: knitr
RoxygenNote: 7.3.3
Config/testthat/edition: 3
URL: https://arnabaich96.github.io/CausalMixGPD/pkgdown/
BugReports: https://arnabaich96.github.io/CausalMixGPD/
NeedsCompilation: no
Packaged: 2026-04-17 01:55:02 UTC; arnab
Author: Arnab Aich [aut, cre] (ORCID: <https://orcid.org/0009-0005-7801-6701>)
Repository: CRAN
Date/Publication: 2026-04-21 19:12:28 UTC
Built: R 4.7.0; ; 2026-05-05 02:26:17 UTC; windows
