Showing 200 of total 1694 results (show query)

merliseclyde

BAS:Bayesian Variable Selection and Model Averaging using Bayesian Adaptive Sampling

Package for Bayesian Variable Selection and Model Averaging in linear models and generalized linear models using stochastic or deterministic sampling without replacement from posterior distributions. Prior distributions on coefficients are from Zellner's g-prior or mixtures of g-priors corresponding to the Zellner-Siow Cauchy Priors or the mixture of g-priors from Liang et al (2008) <DOI:10.1198/016214507000001337> for linear models or mixtures of g-priors from Li and Clyde (2019) <DOI:10.1080/01621459.2018.1469992> in generalized linear models. Other model selection criteria include AIC, BIC and Empirical Bayes estimates of g. Sampling probabilities may be updated based on the sampled models using sampling w/out replacement or an efficient MCMC algorithm which samples models using a tree structure of the model space as an efficient hash table. See Clyde, Ghosh and Littman (2010) <DOI:10.1198/jcgs.2010.09049> for details on the sampling algorithms. Uniform priors over all models or beta-binomial prior distributions on model size are allowed, and for large p truncated priors on the model space may be used to enforce sampling models that are full rank. The user may force variables to always be included in addition to imposing constraints that higher order interactions are included only if their parents are included in the model. This material is based upon work supported by the National Science Foundation under Division of Mathematical Sciences grant 1106891. Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the views of the National Science Foundation.

Maintained by Merlise Clyde. Last updated 4 months ago.

bayesianbayesian-inferencegeneralized-linear-modelslinear-regressionlogistic-regressionmcmcmodel-selectionpoisson-regressionpredictive-modelingregressionvariable-selectionfortranopenblas

51.1 match 44 stars 10.81 score 420 scripts 3 dependents

bsvars

bsvars:Bayesian Estimation of Structural Vector Autoregressive Models

Provides fast and efficient procedures for Bayesian analysis of Structural Vector Autoregressions. This package estimates a wide range of models, including homo-, heteroskedastic, and non-normal specifications. Structural models can be identified by adjustable exclusion restrictions, time-varying volatility, or non-normality. They all include a flexible three-level equation-specific local-global hierarchical prior distribution for the estimated level of shrinkage for autoregressive and structural parameters. Additionally, the package facilitates predictive and structural analyses such as impulse responses, forecast error variance and historical decompositions, forecasting, verification of heteroskedasticity, non-normality, and hypotheses on autoregressive parameters, as well as analyses of structural shocks, volatilities, and fitted values. Beautiful plots, informative summary functions, and extensive documentation including the vignette by Woźniak (2024) <doi:10.48550/arXiv.2410.15090> complement all this. The implemented techniques align closely with those presented in Lütkepohl, Shang, Uzeda, & Woźniak (2024) <doi:10.48550/arXiv.2404.11057>, Lütkepohl & Woźniak (2020) <doi:10.1016/j.jedc.2020.103862>, and Song & Woźniak (2021) <doi:10.1093/acrefore/9780190625979.013.174>. The 'bsvars' package is aligned regarding objects, workflows, and code structure with the R package 'bsvarSIGNs' by Wang & Woźniak (2024) <doi:10.32614/CRAN.package.bsvarSIGNs>, and they constitute an integrated toolset.

Maintained by Tomasz Woźniak. Last updated 2 months ago.

bayesian-inferenceeconometricsvector-autoregressionopenblascppopenmp

33.4 match 46 stars 7.67 score 32 scripts 1 dependents

laplacesdemonr

LaplacesDemon:Complete Environment for Bayesian Inference

Provides a complete environment for Bayesian inference using a variety of different samplers (see ?LaplacesDemon for an overview).

Maintained by Henrik Singmann. Last updated 1 years ago.

18.4 match 93 stars 13.45 score 1.8k scripts 60 dependents

hanase

BMA:Bayesian Model Averaging

Package for Bayesian model averaging and variable selection for linear models, generalized linear models and survival models (cox regression).

Maintained by Hana Sevcikova. Last updated 2 months ago.

fortran

22.9 match 38 stars 9.40 score 152 scripts 14 dependents

bioc

BASiCS:Bayesian Analysis of Single-Cell Sequencing data

Single-cell mRNA sequencing can uncover novel cell-to-cell heterogeneity in gene expression levels in seemingly homogeneous populations of cells. However, these experiments are prone to high levels of technical noise, creating new challenges for identifying genes that show genuine heterogeneous expression within the population of cells under study. BASiCS (Bayesian Analysis of Single-Cell Sequencing data) is an integrated Bayesian hierarchical model to perform statistical analyses of single-cell RNA sequencing datasets in the context of supervised experiments (where the groups of cells of interest are known a priori, e.g. experimental conditions or cell types). BASiCS performs built-in data normalisation (global scaling) and technical noise quantification (based on spike-in genes). BASiCS provides an intuitive detection criterion for highly (or lowly) variable genes within a single group of cells. Additionally, BASiCS can compare gene expression patterns between two or more pre-specified groups of cells. Unlike traditional differential expression tools, BASiCS quantifies changes in expression that lie beyond comparisons of means, also allowing the study of changes in cell-to-cell heterogeneity. The latter can be quantified via a biological over-dispersion parameter that measures the excess of variability that is observed with respect to Poisson sampling noise, after normalisation and technical noise removal. Due to the strong mean/over-dispersion confounding that is typically observed for scRNA-seq datasets, BASiCS also tests for changes in residual over-dispersion, defined by residual values with respect to a global mean/over-dispersion trend.

Maintained by Catalina Vallejos. Last updated 5 months ago.

immunooncologynormalizationsequencingrnaseqsoftwaregeneexpressiontranscriptomicssinglecelldifferentialexpressionbayesiancellbiologybioconductor-packagegene-expressionrcpprcpparmadilloscrna-seqsingle-cellopenblascppopenmp

16.6 match 83 stars 10.26 score 368 scripts 1 dependents

r-spatial

spatialreg:Spatial Regression Analysis

A collection of all the estimation functions for spatial cross-sectional models (on lattice/areal data using spatial weights matrices) contained up to now in 'spdep'. These model fitting functions include maximum likelihood methods for cross-sectional models proposed by 'Cliff' and 'Ord' (1973, ISBN:0850860369) and (1981, ISBN:0850860814), fitting methods initially described by 'Ord' (1975) <doi:10.1080/01621459.1975.10480272>. The models are further described by 'Anselin' (1988) <doi:10.1007/978-94-015-7799-1>. Spatial two stage least squares and spatial general method of moment models initially proposed by 'Kelejian' and 'Prucha' (1998) <doi:10.1023/A:1007707430416> and (1999) <doi:10.1111/1468-2354.00027> are provided. Impact methods and MCMC fitting methods proposed by 'LeSage' and 'Pace' (2009) <doi:10.1201/9781420064254> are implemented for the family of cross-sectional spatial regression models. Methods for fitting the log determinant term in maximum likelihood and MCMC fitting are compared by 'Bivand et al.' (2013) <doi:10.1111/gean.12008>, and model fitting methods by 'Bivand' and 'Piras' (2015) <doi:10.18637/jss.v063.i18>; both of these articles include extensive lists of references. A recent review is provided by 'Bivand', 'Millo' and 'Piras' (2021) <doi:10.3390/math9111276>. 'spatialreg' >= 1.1-* corresponded to 'spdep' >= 1.1-1, in which the model fitting functions were deprecated and passed through to 'spatialreg', but masked those in 'spatialreg'. From versions 1.2-*, the functions have been made defunct in 'spdep'. From version 1.3-6, add Anselin-Kelejian (1997) test to `stsls` for residual spatial autocorrelation <doi:10.1177/016001769702000109>.

Maintained by Roger Bivand. Last updated 7 days ago.

bayesianimpactsmaximum-likelihoodspatial-dependencespatial-econometricsspatial-regressionopenblas

12.7 match 46 stars 12.97 score 916 scripts 24 dependents

zhaokg

Rbeast:Bayesian Change-Point Detection and Time Series Decomposition

Interpretation of time series data is affected by model choices. Different models can give different or even contradicting estimates of patterns, trends, and mechanisms for the same data--a limitation alleviated by the Bayesian estimator of abrupt change,seasonality, and trend (BEAST) of this package. BEAST seeks to improve time series decomposition by forgoing the "single-best-model" concept and embracing all competing models into the inference via a Bayesian model averaging scheme. It is a flexible tool to uncover abrupt changes (i.e., change-points), cyclic variations (e.g., seasonality), and nonlinear trends in time-series observations. BEAST not just tells when changes occur but also quantifies how likely the detected changes are true. It detects not just piecewise linear trends but also arbitrary nonlinear trends. BEAST is applicable to real-valued time series data of all kinds, be it for remote sensing, economics, climate sciences, ecology, and hydrology. Example applications include its use to identify regime shifts in ecological data, map forest disturbance and land degradation from satellite imagery, detect market trends in economic data, pinpoint anomaly and extreme events in climate data, and unravel system dynamics in biological data. Details on BEAST are reported in Zhao et al. (2019) <doi:10.1016/j.rse.2019.04.034>.

Maintained by Kaiguang Zhao. Last updated 7 months ago.

anomoly-detectionbayesian-time-seriesbreakpoint-detectionchangepoint-detectioninterrupted-time-seriesseasonality-analysisstructural-breakpointtechnical-analysistime-seriestime-series-decompositiontrendtrend-analysis

20.5 match 302 stars 7.63 score 89 scripts

steve-the-bayesian

bsts:Bayesian Structural Time Series

Time series regression using dynamic linear models fit using MCMC. See Scott and Varian (2014) <DOI:10.1504/IJMMNO.2014.059942>, among many other sources.

Maintained by Steven L. Scott. Last updated 1 years ago.

cpp

22.4 match 33 stars 6.54 score 338 scripts 3 dependents

bsvars

bsvarSIGNs:Bayesian SVARs with Sign, Zero, and Narrative Restrictions

Implements state-of-the-art algorithms for the Bayesian analysis of Structural Vector Autoregressions (SVARs) identified by sign, zero, and narrative restrictions. The core model is based on a flexible Vector Autoregression with estimated hyper-parameters of the Minnesota prior and the dummy observation priors as in Giannone, Lenza, Primiceri (2015) <doi:10.1162/REST_a_00483>. The sign restrictions are implemented employing the methods proposed by Rubio-Ramírez, Waggoner & Zha (2010) <doi:10.1111/j.1467-937X.2009.00578.x>, while identification through sign and zero restrictions follows the approach developed by Arias, Rubio-Ramírez, & Waggoner (2018) <doi:10.3982/ECTA14468>. Furthermore, our tool provides algorithms for identification via sign and narrative restrictions, in line with the methods introduced by Antolín-Díaz and Rubio-Ramírez (2018) <doi:10.1257/aer.20161852>. Users can also estimate a model with sign, zero, and narrative restrictions imposed at once. The package facilitates predictive and structural analyses using impulse responses, forecast error variance and historical decompositions, forecasting and conditional forecasting, as well as analyses of structural shocks and fitted values. All this is complemented by colourful plots, user-friendly summary functions, and comprehensive documentation including the vignette by Wang & Woźniak (2024) <doi:10.48550/arXiv.2501.16711>. The 'bsvarSIGNs' package is aligned regarding objects, workflows, and code structure with the R package 'bsvars' by Woźniak (2024) <doi:10.32614/CRAN.package.bsvars>, and they constitute an integrated toolset. It was granted the Di Cook Open-Source Statistical Software Award by the Statistical Society of Australia in 2024.

Maintained by Xiaolei Wang. Last updated 2 months ago.

bayesian-inferenceeconometricsvector-autoregressionopenblascppopenmp

16.9 match 13 stars 6.21 score 10 scripts

ralmond

RNetica:R interface to Netica(R) Bayesian Network Engine

This provides an R interface to the Netica (http://norsys.com/) Bayesian network library API.

Maintained by Russell Almond. Last updated 3 months ago.

bayesian-network

21.0 match 2 stars 4.92 score 14 scripts 2 dependents

bioc

IsoBayes:IsoBayes: Single Isoform protein inference Method via Bayesian Analyses

IsoBayes is a Bayesian method to perform inference on single protein isoforms. Our approach infers the presence/absence of protein isoforms, and also estimates their abundance; additionally, it provides a measure of the uncertainty of these estimates, via: i) the posterior probability that a protein isoform is present in the sample; ii) a posterior credible interval of its abundance. IsoBayes inputs liquid cromatography mass spectrometry (MS) data, and can work with both PSM counts, and intensities. When available, trascript isoform abundances (i.e., TPMs) are also incorporated: TPMs are used to formulate an informative prior for the respective protein isoform relative abundance. We further identify isoforms where the relative abundance of proteins and transcripts significantly differ. We use a two-layer latent variable approach to model two sources of uncertainty typical of MS data: i) peptides may be erroneously detected (even when absent); ii) many peptides are compatible with multiple protein isoforms. In the first layer, we sample the presence/absence of each peptide based on its estimated probability of being mistakenly detected, also known as PEP (i.e., posterior error probability). In the second layer, for peptides that were estimated as being present, we allocate their abundance across the protein isoforms they map to. These two steps allow us to recover the presence and abundance of each protein isoform.

Maintained by Simone Tiberi. Last updated 5 months ago.

statisticalmethodbayesianproteomicsmassspectrometryalternativesplicingsequencingrnaseqgeneexpressiongeneticsvisualizationsoftwarecpp

17.7 match 7 stars 5.39 score 10 scripts

polinasuter

BiDAG:Bayesian Inference for Directed Acyclic Graphs

Implementation of a collection of MCMC methods for Bayesian structure learning of directed acyclic graphs (DAGs), both from continuous and discrete data. For efficient inference on larger DAGs, the space of DAGs is pruned according to the data. To filter the search space, the algorithm employs a hybrid approach, combining constraint-based learning with search and score. A reduced search space is initially defined on the basis of a skeleton obtained by means of the PC-algorithm, and then iteratively improved with search and score. Search and score is then performed following two approaches: Order MCMC, or Partition MCMC. The BGe score is implemented for continuous data and the BDe score is implemented for binary data or categorical data. The algorithms may provide the maximum a posteriori (MAP) graph or a sample (a collection of DAGs) from the posterior distribution given the data. All algorithms are also applicable for structure learning and sampling for dynamic Bayesian networks. References: J. Kuipers, P. Suter, G. Moffa (2022) <doi:10.1080/10618600.2021.2020127>, N. Friedman and D. Koller (2003) <doi:10.1023/A:1020249912095>, J. Kuipers and G. Moffa (2017) <doi:10.1080/01621459.2015.1133426>, M. Kalisch et al. (2012) <doi:10.18637/jss.v047.i11>, D. Geiger and D. Heckerman (2002) <doi:10.1214/aos/1035844981>, P. Suter, J. Kuipers, G. Moffa, N.Beerenwinkel (2023) <doi:10.18637/jss.v105.i09>.

Maintained by Polina Suter. Last updated 2 years ago.

cpp

28.1 match 4 stars 3.29 score 81 scripts 2 dependents

loukiaspin

rnmamod:Bayesian Network Meta-Analysis with Missing Participants

A comprehensive suite of functions to perform and visualise pairwise and network meta-analysis with aggregate binary or continuous missing participant outcome data. The package covers core Bayesian one-stage models implemented in a systematic review with multiple interventions, including fixed-effect and random-effects network meta-analysis, meta-regression, evaluation of the consistency assumption via the node-splitting approach and the unrelated mean effects model (original and revised model proposed by Spineli, (2022) <doi:10.1177/0272989X211068005>), and sensitivity analysis (see Spineli et al., (2021) <doi:10.1186/s12916-021-02195-y>). Missing participant outcome data are addressed in all models of the package (see Spineli, (2019) <doi:10.1186/s12874-019-0731-y>, Spineli et al., (2019) <doi:10.1002/sim.8207>, Spineli, (2019) <doi:10.1016/j.jclinepi.2018.09.002>, and Spineli et al., (2021) <doi:10.1002/jrsm.1478>). The robustness to primary analysis results can also be investigated using a novel intuitive index (see Spineli et al., (2021) <doi:10.1177/0962280220983544>). Methods to evaluate the transitivity assumption quantitatively are provided (see Spineli, (2024) <doi:10.1186/s12874-024-02436-7>). A novel index to facilitate interpretation of local inconsistency is also available (see Spineli, (2024) <doi:0.1186/s13643-024-02680-4>) The package also offers a rich, user-friendly visualisation toolkit that aids in appraising and interpreting the results thoroughly and preparing the manuscript for journal submission. The visualisation tools comprise the network plot, forest plots, panel of diagnostic plots, heatmaps on the extent of missing participant outcome data in the network, league heatmaps on estimation and prediction, rankograms, Bland-Altman plot, leverage plot, deviance scatterplot, heatmap of robustness, barplot of Kullback-Leibler divergence, heatmap of comparison dissimilarities and dendrogram of comparison clustering. The package also allows the user to export the results to an Excel file at the working directory.

Maintained by Loukia Spineli. Last updated 21 days ago.

jagscpp

13.2 match 5 stars 6.64 score 12 scripts