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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 |
| Reference manual: | copre.pdf |
| 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 |
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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.