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Rgbp: Hierarchical Modeling and Frequency Method Checking on Overdispersed Gaussian, Poisson, and Binomial Data

We utilize approximate Bayesian machinery to fit two-level conjugate hierarchical models on overdispersed Gaussian, Poisson, and Binomial data and evaluates whether the resulting approximate Bayesian interval estimates for random effects meet the nominal confidence levels via frequency coverage evaluation. The data that Rgbp assumes comprise observed sufficient statistic for each random effect, such as an average or a proportion of each group, without population-level data. The approximate Bayesian tool equipped with the adjustment for density maximization produces approximate point and interval estimates for model parameters including second-level variance component, regression coefficients, and random effect. For the Binomial data, the package provides an option to produce posterior samples of all the model parameters via the acceptance-rejection method. The package provides a quick way to evaluate coverage rates of the resultant Bayesian interval estimates for random effects via a parametric bootstrapping, which we call frequency method checking.

Version: 1.1.4
Depends: R (≥ 2.2.0)
Imports: sn, mnormt
Published: 2019-12-17
DOI: 10.32614/CRAN.package.Rgbp
Author: Joseph Kelly, Hyungsuk Tak, and Carl Morris
Maintainer: Joseph Kelly <josephkelly at post.harvard.edu>
BugReports: https://github.com/jyklly/Rgbp/issues
License: GPL-2
NeedsCompilation: no
Citation: Rgbp citation info
CRAN checks: Rgbp results

Documentation:

Reference manual: Rgbp.pdf

Downloads:

Package source: Rgbp_1.1.4.tar.gz
Windows binaries: r-devel: Rgbp_1.1.4.zip, r-release: Rgbp_1.1.4.zip, r-oldrel: Rgbp_1.1.4.zip
macOS binaries: r-release (arm64): Rgbp_1.1.4.tgz, r-oldrel (arm64): Rgbp_1.1.4.tgz, r-release (x86_64): Rgbp_1.1.4.tgz, r-oldrel (x86_64): Rgbp_1.1.4.tgz
Old sources: Rgbp archive

Linking:

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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.