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jacob-long
jtools:Analysis and Presentation of Social Scientific Data
This is a collection of tools for more efficiently understanding and sharing the results of (primarily) regression analyses. There are also a number of miscellaneous functions for statistical and programming purposes. Support for models produced by the survey and lme4 packages are points of emphasis.
Maintained by Jacob A. Long. Last updated 7 months ago.
167 stars 14.48 score 4.0k scripts 14 dependentshelske
walker:Bayesian Generalized Linear Models with Time-Varying Coefficients
Efficient Bayesian generalized linear models with time-varying coefficients as in Helske (2022, <doi:10.1016/j.softx.2022.101016>). Gaussian, Poisson, and binomial observations are supported. The Markov chain Monte Carlo (MCMC) computations are done using Hamiltonian Monte Carlo provided by Stan, using a state space representation of the model in order to marginalise over the coefficients for efficient sampling. For non-Gaussian models, the package uses the importance sampling type estimators based on approximate marginal MCMC as in Vihola, Helske, Franks (2020, <doi:10.1111/sjos.12492>).
Maintained by Jouni Helske. Last updated 7 months ago.
bayesiangeneralized-linear-modelsmcmcstantime-seriesopenblascpp
44 stars 6.42 score 15 scripts