monomvn (1.97)
Estimation for Multivariate Normal and Studentt Data with Monotone Missingness.
http://bobby.gramacy.com/r_packages/monomvn
http://cran.rproject.org/web/packages/monomvn
Estimation of multivariate normal and studentt data of arbitrary dimension where the pattern of missing data is monotone. Through the use of parsimonious/shrinkage regressions (plsr, pcr, lasso, ridge, etc.), where standard regressions fail, the package can handle a nearly arbitrary amount of missing data. The current version supports maximum likelihood inference and a full Bayesian approach employing scalemixtures for Gibbs sampling. Monotone data augmentation extends this Bayesian approach to arbitrary missingness patterns. A fully functional standalone interface to the Bayesian lasso (from Park & Casella), NormalGamma (from Griffin & Brown), Horseshoe (from Carvalho, Polson, & Scott), and ridge regression with model selection via Reversible Jump, and studentt errors (from Geweke) is also provided.
Maintainer:
Robert B. Gramacy
Author(s): Robert B. Gramacy <rbg@vt.edu>
License: LGPL
Uses: lars, MASS, mvtnorm, pls, quadprog
Released 5 months ago.
20 previous versions
 monomvn_1.96. Released over 1 year ago.
 monomvn_1.95. Released about 3 years ago.
 monomvn_1.94. Released about 4 years ago.
 monomvn_1.93. Released over 4 years ago.
 monomvn_1.92. Released almost 5 years ago.
 monomvn_1.91. Released almost 5 years ago.
 monomvn_1.9. Released almost 5 years ago.
 monomvn_1.810. Released about 5 years ago.
 monomvn_1.89. Released over 5 years ago.
 monomvn_1.86. Released almost 6 years ago.
 monomvn_1.85. Released about 6 years ago.
 monomvn_1.84. Released about 6 years ago.
 monomvn_1.83. Released about 7 years ago.
 monomvn_1.81. Released about 7 years ago.
 monomvn_1.8. Released over 7 years ago.
 monomvn_1.74. Released over 7 years ago.
 monomvn_1.73. Released almost 8 years ago.
 monomvn_1.72. Released almost 9 years ago.
 monomvn_1.4. Released almost 9 years ago.
 monomvn_1.14. Released over 9 years ago.
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