monomvn (1.9-4)
Estimation for multivariate normal and Student-t data with monotone missingness.
http://faculty.chicagobooth.edu/robert.gramacy/monomvn.html
http://cran.r-project.org/web/packages/monomvn
Estimation of multivariate normal and student-t 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 scale-mixtures 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), Normal-Gamma (from Griffin & Brown), Horseshoe (from Carvalho, Polson, & Scott), and ridge regression with model selection via Reversible Jump, and student-t errors (from Geweke) is also provided
Maintainer:
Robert B. Gramacy
Author(s): Robert B. Gramacy <rbgramacy@chicagobooth.edu>
License: LGPL
Uses: lars, MASS, pls, mvtnorm, quadprog
Released 29 days ago.
17 previous versions
- monomvn_1.9-3. Released 7 months ago.
- monomvn_1.9-2. Released 11 months ago.
- monomvn_1.9-1. Released 11 months ago.
- monomvn_1.9. Released 11 months ago.
- monomvn_1.8-10. Released about 1 year ago.
- monomvn_1.8-9. Released over 1 year ago.
- monomvn_1.8-6. Released almost 2 years ago.
- monomvn_1.8-5. Released about 2 years ago.
- monomvn_1.8-4. Released about 2 years ago.
- monomvn_1.8-3. Released about 3 years ago.
- monomvn_1.8-1. Released about 3 years ago.
- monomvn_1.8. Released over 3 years ago.
- monomvn_1.7-4. Released over 3 years ago.
- monomvn_1.7-3. Released over 3 years ago.
- monomvn_1.7-2. Released almost 5 years ago.
- monomvn_1.4. Released almost 5 years ago.
- monomvn_1.1-4. Released over 5 years ago.
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