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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 |
Package source: | MSIMST_1.1.tar.gz |
Windows binaries: | r-devel: MSIMST_1.1.zip, r-release: MSIMST_1.1.zip, 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): MSIMST_1.1.tgz, r-oldrel (x86_64): MSIMST_1.1.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.