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bayesm

v3.1-7:

• changed out deprecated function for a minimum based on suggestions from Dirk E.

v3.1-6:

• changed out deprecated function for initializing a vector based on suggestions from Dirk E.

v3.1-5:

• rhierMnlRwMixture - fixed indexing in warning re large/small values of beta_pooled.
• fixed minor comparison error- complained about by CLANG.
• removed bad URL links to old BSM book site – google “Bayesian Statistics and Marketing” instead
• changed sprintf to snprintf in clusterMix_rccp_loop

v3.1-4:

• rordprobitGibbs fixed setting of epsilon in subroutine lldstar

v3.1-3:

• rhierMnlRwMixture updates were left out of v3.1.-2 by mistake. Added. Also, changed to Nelder-Mead method for finding pooled constrained optimum (used for Metropolis tuning only). Added warning regarding large values of constrained pooled coefficients. (coefficients larger than 10 in absolute value – exp(10) is too large and exp(-10) is too small)

• plot.bayesm.hcoef method changed to improve labelling of plots.

v3.1-2:

• rhierMnlRwMixture error in Hessian computation for Metropolis tuning corrected. Default initial parameter values used for tuning optimization also changed.

• all plot.bayesm.<> and summary.bayesm.<> methods have added checks to insure that burnin is set no larger than number of submitted draws.

v3.1-1:

• rbrobitGibbs error in trunNorm_vec corrected

• plot.bayesm.hcoef (method for plotting hierarchical model coefficients) bug in boxplots corrected (median added)

• ghkvec documentation improved wrt to above parameter

v3.1-0:

• rhierMnlRwMixture now accepts sign constraints on beta_i parameters

• rivDP error (\(w\) variables) corrected. Error was introduced in v3.0-0

• llmnp error (involving ghk_vec.C) corrected. Error was introduced in v3.0-0

• camera dataset added

• rnegbinRw and rhierNegbinRw now accept Mcmc$alpha initial value

• rhier* functions now check input types (e.g. rhierMnlRwMixture’s input lgtdata[[1]]$X must be a matrix)

• rmnpGibbs, rmvpGibbs, and rbprobitGibbs have an updated utility routine that improves accuracy of draws from a truncated normal distribution when the truncation points are extreme. rordprobitGibbs and rtrun will be similarly updated in a future version of bayesm.

• rhierBinLogit has been deprecated; please use rhierMnlRwMixture instead

• “bayesm Overview” vignette added

• “Constrained Multinomial Logit” vignette added

• Numerous edits to .Rd help files

• Utility function fsh no longer exported

v3.0-0:

• Most MCMC routines for posterior sampling functions moved to C++ via Rcpp and RcppArmadillo

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.