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Count-valued data are common in many fields. Frequently, count data are observed jointly with predictors, over time intervals, or across spatial locations. Furthermore, they often exhibit a variety of complex distributional features, including zero-inflation, skewness, over- and underdispersion, and in some cases may be bounded or censored. Flexible and interpretable models for count-valued processes are therefore highly useful in practice.
countSTAR
implements a variety of methods for modeling
such processes, based on the idea of Simultaneous Transformation and
Rounding (STAR). Estimation, inference, and prediction for STAR are
available for both Bayesian and frequentist models.
The bulk of methods serve for static regression problems, but the
package also supports time series analysis via the warped Dynamic Linear
Model (DLM) framework.
Broadly, STAR defines an count-valued probability model by (1) specifying a (conditionally) Gaussian model for continuous latent data and (2) connecting the latent data to the observed data via a transformation and rounding operation.
Importantly, STAR models are highly flexible count-valued processes, and provide the capability to model (i) discrete data, (ii) zero-inflation, (iii) over- or under-dispersion, (iv) heaping, and (v) bounded or censored data. The modularity of the STAR framework allows for the ability to utilize a wide variety of different latent data models, which can range from simple forms like linear regression to more advanced machine learning methods such as random forests or gradient boosting machines.
countSTAR
can be installed and loaded as follows:
#CRAN version
install.packages("countSTAR")
#Development version
::install_github("bking124/countSTAR")
remotes
library("countSTAR")
Detailed information on the different options for STAR models and how
they are implemented in countSTAR
can be found in the
vignette, accessible on the website
or by running the command vignette("countSTAR")
. A basic
breakdown of the available modeling functions is shown below:
Analysis Type | Method (function ) |
Dependent Package |
---|---|---|
Static Classical Regression | Linear regression (lm_star() ) |
- |
- | Generalized boosted modeling (gbm_star() ) |
gbm |
- | Random Forests (randomForest_star() ) |
randomForest |
Static Bayesian Regression | Linear regression (blm_star() ) |
- |
- | Additive modeling (bam_star() ) |
spikeSlabGAM |
- | Spline regression (spline_star() ) |
spikeSlabGAM |
- | Bayesian additive regression trees (bart_star() ) |
dbarts |
Time Series Modeling | Warped Dynamic Linear Models (warpDLM() ) |
KFAS |
In addition to these ready to use functions, users can also implement
STAR methods with custom latent regression models using the
genEM_star()
and genMCMC_star()
functions.
Please submit any issues or feature requests to https://github.com/bking124/countSTAR/issues.
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.