tag:crantastic.org,2005:/authors/3913Latest activity for Martin Lysy2019-10-09T14:41:51Zcrantastic.orgtag:crantastic.org,2005:TimelineEvent/935492019-10-09T14:41:49Z2019-10-09T14:41:49Zmniw was released<a href="/packages/mniw">mniw</a> was <span class="action">released</span><br /><h3>Package description:</h3><p>Density evaluation and random number generation for the Matrix-Normal Inverse-Wishart (MNIW) distribution, as well as the the Matrix-Normal, Matrix-T, Wishart, and Inverse-Wishart distributions. Core calculations are implemented in a portable (header-only) C++ library, with matrix manipulations using the 'Eigen' library for linear algebra. Also provided is a Gibbs sampler for Bayesian inference on a random-effects model with multivariate normal observations.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/935262019-10-09T09:02:00Z2019-10-09T09:02:00ZoptimCheck was released<a href="/packages/optimCheck">optimCheck</a> was <span class="action">released</span><br /><h3>Package description:</h3><p>Tools for checking that the output of an optimization algorithm is indeed at a local mode of the objective function. This is accomplished graphically by calculating all one-dimensional "projection plots" of the objective function, i.e., varying each input variable one at a time with all other elements of the potential solution being fixed. The numerical values in these plots can be readily extracted for the purpose of automated and systematic unit-testing of optimization routines.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/858882019-03-12T22:43:10Z2019-03-12T22:43:10ZSuperGauss was upgraded to version 1.0.1<a href="/packages/SuperGauss">SuperGauss</a> was <span class="action">upgraded</span> to version <a href="/packages/SuperGauss/versions/81670">1.0.1</a><br /><h3>Package description:</h3><p>Likelihood evaluations for stationary Gaussian time series are typically obtained via the Durbin-Levinson algorithm, which scales as O(n^2) in the number of time series observations. This package provides a "superfast" O(n log^2 n) algorithm written in C++, crossing over with Durbin-Levinson around n = 300. Efficient implementations of the score and Hessian functions are also provided, leading to superfast versions of inference algorithms such as Newton-Raphson and Hamiltonian Monte Carlo. The C++ code provides a Toeplitz matrix class packaged as a header-only library, to simplify low-level usage in other packages and outside of R.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/836642019-01-15T10:01:55Z2019-01-15T10:01:55Zmsde was upgraded to version 1.0.4<a href="/packages/msde">msde</a> was <span class="action">upgraded</span> to version <a href="/packages/msde/versions/79538">1.0.4</a><br /><h3>Package description:</h3><p>Implements an MCMC sampler for the posterior distribution of arbitrary time-homogeneous multivariate stochastic differential equation (SDE) models with possibly latent components. The package provides a simple entry point to integrate user-defined models directly with the sampler's C++ code, and parallelizes large portions of the calculations when compiled with 'OpenMP'.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/814832018-11-08T16:21:46Z2018-11-08T16:21:46ZMADPop was upgraded to version 1.1.2<a href="/packages/MADPop">MADPop</a> was <span class="action">upgraded</span> to version <a href="/packages/MADPop/versions/77573">1.1.2</a><br /><h3>Package description:</h3><p>Tools for the analysis of population differences using the Major Histocompatibility Complex (MHC) genotypes of samples having a variable number of alleles (1-4) recorded for each individual. A hierarchical Dirichlet-Multinomial model on the genotype counts is used to pool small samples from multiple populations for pairwise tests of equality. Bayesian inference is implemented via the 'rstan' package. Bootstrapped and posterior p-values are provided for chi-squared and likelihood ratio tests of equal genotype probabilities.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/810702018-10-27T15:41:48Z2018-10-27T15:41:48ZMADPop was upgraded to version 1.1.1<a href="/packages/MADPop">MADPop</a> was <span class="action">upgraded</span> to version <a href="/packages/MADPop/versions/77197">1.1.1</a><br /><h3>Package description:</h3><p>Tools for the analysis of population differences using the Major Histocompatibility Complex (MHC) genotypes of samples having a variable number of alleles (1-4) recorded for each individual. A hierarchical Dirichlet-Multinomial model on the genotype counts is used to pool small samples from multiple populations for pairwise tests of equality. Bayesian inference is implemented via the 'rstan' package. Bootstrapped and posterior p-values are provided for chi-squared and likelihood ratio tests of equal genotype probabilities.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/696892017-12-19T20:41:30Z2017-12-19T20:41:30Zmsde was upgraded to version 1.0.3<a href="/packages/msde">msde</a> was <span class="action">upgraded</span> to version <a href="/packages/msde/versions/66598">1.0.3</a><br /><h3>Package description:</h3><p>Implements an MCMC sampler for the posterior distribution of arbitrary time-homogeneous multivariate stochastic differential equation (SDE) models with possibly latent components. The package provides a simple entry point to integrate user-defined models directly with the sampler's C++ code, and parallelizes large portions of the calculations when compiled with 'OpenMP'.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/672612017-10-11T17:41:38Z2017-10-11T17:41:38Zmsde was upgraded to version 1.0.2<a href="/packages/msde">msde</a> was <span class="action">upgraded</span> to version <a href="/packages/msde/versions/64340">1.0.2</a><br /><h3>Package description:</h3><p>Implements an MCMC sampler for the posterior distribution of arbitrary time-homogeneous multivariate stochastic differential equation (SDE) models with possibly latent components. The package provides a simple entry point to integrate user-defined models directly with the sampler's C++ code, and parallelizes large portions of the calculations when compiled with 'OpenMP'.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/642262017-07-05T23:22:07Z2017-07-05T23:22:07ZSuperGauss was released<a href="/packages/SuperGauss">SuperGauss</a> was <span class="action">released</span><br /><h3>Package description:</h3><p>Likelihood evaluations for stationary Gaussian time series are typically obtained via the Durbin-Levinson algorithm, which scales as O(n^2) in the number of time series observations. This package provides a "superfast" O(n log^2 n) algorithm written in C++, crossing over with Durbin-Levinson around n = 300. Efficient implementations of the score and Hessian functions are also provided, leading to superfast versions of inference algorithms such as Newton-Raphson and Hamiltonian Monte Carlo. The C++ code provides a Toeplitz matrix class packaged as a header-only library, to simplify low-level usage in other packages and outside of R.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/642252017-07-05T23:21:30Z2017-07-05T23:21:30Zmsde was released<a href="/packages/msde">msde</a> was <span class="action">released</span><br /><h3>Package description:</h3><p>Implements an MCMC sampler for the posterior distribution of arbitrary time-homogeneous multivariate stochastic differential equation (SDE) models with possibly latent components. The package provides a simple entry point to integrate user-defined models directly with the sampler's C++ code, and parallelizes large portions of the calculations when compiled with 'OpenMP'.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/586612017-01-18T07:41:05Z2017-01-18T07:41:05ZMADPop was released<a href="/packages/MADPop">MADPop</a> was <span class="action">released</span><br /><h3>Package description:</h3><p>Tools for the analysis of population differences using the Major Histocompatibility Complex (MHC) genotypes of samples having a variable number of alleles (1-4) recorded for each individual. A hierarchical Dirichlet-Multinomial model on the genotype counts is used to pool small samples from multiple populations for pairwise tests of equality. Bayesian inference is implemented via the 'rstan' package. Bootstrapped and posterior p-values are provided for chi-squared and likelihood ratio tests of equal genotype probabilities.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/365352014-07-25T19:31:39Z2014-07-25T19:31:39ZnicheROVER was released<a href="/packages/nicheROVER">nicheROVER</a> was <span class="action">released</span><br /><h3>Package description:</h3><p>This package uses a probabilistic method to calculate niche regions and pairwise niche overlap using multidimensional niche indicator data (e.g., stable isotopes, environmental variables, etc.). The niche region is defined as the joint probability density function of the multidimensional niche indicators at a user-defined probability alpha (e.g., 95%). Uncertainty is accounted for in a Bayesian framework, and the method can be extended to three or more indicator dimensions. It provides directional estimates of niche overlap, accounts for species-specific distributions in multivariate niche space, and produces unique and consistent bivariate projections of the multivariate niche region. A forthcoming article by Swanson et al. (Ecology, 2014) provides a detailed description of the methodology. See the package vignette for a worked example using fish stable isotope data.</p>crantastic.org