monomvn (1.910)
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
Reverse suggests: hetGP
Released 3 months ago.
23 previous versions
 monomvn_1.99. Released 6 months ago.
 monomvn_1.98. Released about 1 year ago.
 monomvn_1.97. Released over 2 years ago.
 monomvn_1.96. Released over 3 years ago.
 monomvn_1.95. Released over 5 years ago.
 monomvn_1.94. Released over 6 years ago.
 monomvn_1.93. Released almost 7 years ago.
 monomvn_1.92. Released about 7 years ago.
 monomvn_1.91. Released about 7 years ago.
 monomvn_1.9. Released about 7 years ago.
 monomvn_1.810. Released over 7 years ago.
 monomvn_1.89. Released over 7 years ago.
 monomvn_1.86. Released about 8 years ago.
 monomvn_1.85. Released over 8 years ago.
 monomvn_1.84. Released over 8 years ago.
 monomvn_1.83. Released over 9 years ago.
 monomvn_1.81. Released over 9 years ago.
 monomvn_1.8. Released over 9 years ago.
 monomvn_1.74. Released almost 10 years ago.
 monomvn_1.73. Released about 10 years ago.
 monomvn_1.72. Released over 11 years ago.
 monomvn_1.4. Released about 11 years ago.
 monomvn_1.14. Released almost 12 years ago.
Ratings
Overall: 

Documentation: 

Log in to vote.
Reviews
No one has written a review of monomvn yet. Want to be the first? Write one now.
Related packages: bayesm, Hmisc, MCMCpack, MNP, arm, BACCO, BaM, bayesGARCH, bayesmix, BayHaz, BAYSTAR, BayesTree, BayesValidate, bayesSurv, BCE, bcp, BMA, boa, Bolstad, bqtl … (20 best matches, based on common tags.)
Search for monomvn on google, google scholar, rhelp, rdevel.
Visit monomvn on R Graphical Manual.