monomvn (1.913)
Estimation for MVN and Studentt Data with Monotone Missingness.
http://bobby.gramacy.com/r_packages/monomvn
http://cran.rproject.org/web/packages/monomvn
Estimation of multivariate normal (MVN) and studentt data of arbitrary dimension where the pattern of missing data is monotone. See Pantaleo and Gramacy (2010) . 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>, with Fortran contributions from Cleve Moler (dpotri/LINPACK) as updated by Berwin A. Turlach (qpgen2/quadprog)
License: LGPL
Uses: lars, MASS, mvtnorm, pls, quadprog
Reverse suggests: hetGP
Released 2 months ago.
24 previous versions
 monomvn_1.910. Released 8 months ago.
 monomvn_1.99. Released 11 months ago.
 monomvn_1.98. Released over 1 year ago.
 monomvn_1.97. Released about 3 years ago.
 monomvn_1.96. Released almost 4 years ago.
 monomvn_1.95. Released over 5 years ago.
 monomvn_1.94. Released almost 7 years ago.
 monomvn_1.93. Released over 7 years ago.
 monomvn_1.92. Released over 7 years ago.
 monomvn_1.91. Released over 7 years ago.
 monomvn_1.9. Released over 7 years ago.
 monomvn_1.810. Released almost 8 years ago.
 monomvn_1.89. Released about 8 years ago.
 monomvn_1.86. Released over 8 years ago.
 monomvn_1.85. Released almost 9 years ago.
 monomvn_1.84. Released almost 9 years ago.
 monomvn_1.83. Released almost 10 years ago.
 monomvn_1.81. Released almost 10 years ago.
 monomvn_1.8. Released about 10 years ago.
 monomvn_1.74. Released about 10 years ago.
 monomvn_1.73. Released over 10 years ago.
 monomvn_1.72. Released over 11 years ago.
 monomvn_1.4. Released over 11 years ago.
 monomvn_1.14. Released about 12 years ago.
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