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copre: Tools for Nonparametric Martingale Posterior Sampling

Performs Bayesian nonparametric density estimation using Martingale posterior distributions including the Copula Resampling (CopRe) algorithm. Also included are a Gibbs sampler for the marginal Gibbs-type mixture model and an extension to include full uncertainty quantification via a predictive sequence resampling (SeqRe) algorithm. The CopRe and SeqRe samplers generate random nonparametric distributions as output, leading to complete nonparametric inference on posterior summaries. Routines for calculating arbitrary functionals from the sampled distributions are included as well as an important algorithm for finding the number and location of modes, which can then be used to estimate the clusters in the data using, for example, k-means. Implements work developed in Moya B., Walker S. G. (2022). <doi:10.48550/arxiv.2206.08418>, Fong, E., Holmes, C., Walker, S. G. (2021) <doi:10.48550/arxiv.2103.15671>, and Escobar M. D., West, M. (1995) <doi:10.1080/01621459.1995.10476550>.

Version: 0.2.1
Imports: Rcpp, pracma, abind, dirichletprocess
LinkingTo: Rcpp, RcppArmadillo, BH
Suggests: ggplot2
Published: 2024-05-21
DOI: 10.32614/CRAN.package.copre
Author: Blake Moya [cre, aut], The University of Texas at Austin [cph, fnd]
Maintainer: Blake Moya <blakemoya at utexas.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: copre results

Documentation:

Reference manual: copre.pdf

Downloads:

Package source: copre_0.2.1.tar.gz
Windows binaries: r-devel: copre_0.2.1.zip, r-release: copre_0.2.1.zip, r-oldrel: copre_0.2.1.zip
macOS binaries: r-release (arm64): copre_0.2.1.tgz, r-oldrel (arm64): copre_0.2.1.tgz, r-release (x86_64): copre_0.2.1.tgz, r-oldrel (x86_64): copre_0.2.1.tgz
Old sources: copre archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=copre to link to this page.

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.