Package: LaplacesDemon 16.1.6

Henrik Singmann

LaplacesDemon: Complete Environment for Bayesian Inference

Provides a complete environment for Bayesian inference using a variety of different samplers (see ?LaplacesDemon for an overview).

Authors:Byron Hall [aut], Martina Hall [aut], Statisticat, LLC [aut], Eric Brown [ctb], Richard Hermanson [ctb], Emmanuel Charpentier [ctb], Daniel Heck [ctb], Stephane Laurent [ctb], Quentin F. Gronau [ctb], Henrik Singmann [cre]

LaplacesDemon_16.1.6.tar.gz
LaplacesDemon_16.1.6.zip(r-4.5)LaplacesDemon_16.1.6.zip(r-4.4)LaplacesDemon_16.1.6.zip(r-4.3)
LaplacesDemon_16.1.6.tgz(r-4.4-any)LaplacesDemon_16.1.6.tgz(r-4.3-any)
LaplacesDemon_16.1.6.tar.gz(r-4.5-noble)LaplacesDemon_16.1.6.tar.gz(r-4.4-noble)
LaplacesDemon_16.1.6.tgz(r-4.4-emscripten)LaplacesDemon_16.1.6.tgz(r-4.3-emscripten)
LaplacesDemon.pdf |LaplacesDemon.html
LaplacesDemon/json (API)

# Install 'LaplacesDemon' in R:
install.packages('LaplacesDemon', repos = c('https://laplacesdemonr.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/laplacesdemonr/laplacesdemon/issues

Datasets:

On CRAN:

13.12 score 92 stars 50 packages 1.1k scripts 7.3k downloads 8 mentions 391 exports 0 dependencies

Last updated 8 months agofrom:de9107d46c. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 12 2024
R-4.5-winNOTENov 12 2024
R-4.5-linuxNOTENov 12 2024
R-4.4-winNOTENov 12 2024
R-4.4-macNOTENov 12 2024
R-4.3-winNOTENov 12 2024
R-4.3-macNOTENov 12 2024

Exports:.colVars.iqagh.iqaghsg.iqcagh.laaga.labfgs.labhhh.lacg.ladfp.lahar.lahj.lalbfgs.lalm.lanm.lanr.lapso.larprop.lasgd.lasoma.laspg.lasr1.latr.mcmcadmg.mcmcafss.mcmcagg.mcmcahmc.mcmcaies.mcmcam.mcmcamm.mcmcamm.b.mcmcamwg.mcmccharm.mcmcdemc.mcmcdram.mcmcdrm.mcmcess.mcmcgg.mcmcggcp.mcmcggcpp.mcmcggdp.mcmcggdpp.mcmcgibbs.mcmcharm.mcmchmc.mcmchmcda.mcmcim.mcmcinca.mcmcmala.mcmcmcmcmc.mcmcmtm.mcmcmwg.mcmcnuts.mcmcohss.mcmcram.mcmcrdmh.mcmcrefractive.mcmcrj.mcmcrss.mcmcrwm.mcmcsamwg.mcmcsgld.mcmcslice.mcmcsmwg.mcmcthmc.mcmctwalk.mcmcuess.mcmcusamwg.mcmcusmwg.rowVars.vbsalimans2ABBAcceptanceRateas.covaras.indicator.matrixas.initial.valuesas.inverseas.parm.matrixas.parm.namesas.positive.definiteas.positive.semidefiniteas.ppcas.symmetric.matrixBayesFactorBayesianBootstrapBayesTheoremBigDataBlocksBMK.Diagnosticburnincaterpillar.plotCenterScalecloglogCombinecond.plotConsortCov2CorCov2PrecCovEstimCSFdalaplacedallaplacedamldberndcatdcrmrfddirichletde.Finetti.GamedeburndelicitdgpddgpoisdhalfcauchydhalfnormdhalftdhsdhuangwanddhuangwandcdhypergdinvbetadinvchisqdinvgammadinvgaussiandinvmatrixgammadinvwishartdinvwishartcdlaplacedlaplacemdlaplacepdlassodllaplacedlnormpdmatrixgammadmatrixnormdmvcdmvccdmvcpdmvcpcdmvldmvlcdmvndmvncdmvnpdmvnpcdmvpedmvpecdmvpolyadmvtdmvtcdmvtpdmvtpcdnorminvwishartdnormlaplacednormmdnormpdnormvdnormwishartdparetodpedsdlaplacedsiwdslaplacedstdStickdstpdtruncdwishartdwishartcdyangbergerdyangbergercdzellnerelicitESSextruncGaussHermiteCubeRuleGaussHermiteQuadRuleGelfand.DiagnosticGelman.DiagnosticGeweke.DiagnosticGIVHangartner.DiagnosticHeidelberger.DiagnosticHermiteHessianIATImportanceintervalinvclogloginvlogitinvloglogis.amodalis.appeasedis.bayesfactoris.bayesianis.bimodalis.blocksis.bmkis.constantis.constrainedis.datais.demonoidis.demonoid.hpcis.demonoid.ppcis.demonoid.valis.hangartneris.heidelbergeris.importanceis.iterquadis.iterquad.ppcis.juxtaposeis.laplaceis.laplace.ppcis.missis.modelis.multimodalis.pmcis.pmc.ppcis.pmc.valis.positive.definiteis.positive.semidefiniteis.posteriorchecksis.properis.rafteryis.rejectionis.sensitivityis.square.matrixis.stationaryis.symmetric.matrixis.trimodalis.unimodalis.vbis.vb.ppcIterativeQuadratureJacobianjoint.density.plotjoint.pr.plotJuxtaposeKLDKS.DiagnosticLaplaceApproximationLaplacesDemonLaplacesDemon.hpcLaplacesDemon.RAMLevene.TestLMLlogaddlogdetlogitloglogLossMatrixlower.triangleLPL.intervalMCSEMCSSMinnesotaPriorMISSModeModel.Spec.TimeModesp.intervalpalaplacepallaplacepartialpbernphalfcauchyphalfnormphalftplaplaceplaplacemplaplaceppllaplaceplnormpplotMatrixplotSamplesPMCPMC.RAMpnormmpnormppnormvPosteriorCheckspparetoppePrec2Covprec2sdprec2varpsdlaplacepslaplacepstpstpptruncqalaplaceqallaplaceqbernqcatqhalfcauchyqhalfnormqhalftqlaplaceqlaplacepqllaplaceqlnormpqnormpqnormvqparetoqpeqsdlaplaceqslaplaceqstqstpqtruncRaftery.Diagnosticralaplacerallaplaceramlrbernrcatrcrmrfrdirichletread.matrixRejectionSamplingrgpdrhalfcauchyrhalfnormrhalftrhsrhuangwandrhuangwandcrinvbetarinvchisqrinvgammarinvgaussianrinvwishartrinvwishartcrlaplacerlaplacemrlaplaceprlassorllaplacerlnormprmatrixnormrmvcrmvccrmvcprmvcpcrmvlrmvlcrmvnrmvncrmvnprmvnpcrmvpermvpecrmvpolyarmvtrmvtcrmvtprmvtpcrnorminvwishartrnormlaplacernormmrnormprnormvrnormwishartrparetorpersdlaplacersiwrslaplacerstrStickrstprtruncrwishartrwishartcrzellnersd2precsd2varSensitivityAnalysisserver_ListeningSIRSparseGridStickThintrTransitionMatrixupper.triangleValidatevar2precvar2sdVariationalBayesvartruncWAIC

Dependencies:

Bayesian Inference

Rendered fromBayesianInference.Stexusingutils::Sweaveon Nov 12 2024.

Last update: 2016-07-16
Started: 2014-03-09

LaplacesDemon Examples

Rendered fromExamples.Stexusingutils::Sweaveon Nov 12 2024.

Last update: 2016-07-16
Started: 2014-03-09

LaplacesDemon Tutorial

Rendered fromLaplacesDemonTutorial.Stexusingutils::Sweaveon Nov 12 2024.

Last update: 2016-07-16
Started: 2014-03-09

Readme and manuals

Help Manual

Help pageTopics
Complete Environment for Bayesian InferenceLaplacesDemon-package .colVars .iqagh .iqaghsg .iqcagh .laaga .labfgs .labhhh .lacg .ladfp .lahar .lahj .lalbfgs .lalm .lanm .lanr .lapso .larprop .lasgd .lasoma .laspg .lasr1 .latr .mcmcadmg .mcmcafss .mcmcagg .mcmcahmc .mcmcaies .mcmcam .mcmcamm .mcmcamm.b .mcmcamwg .mcmccharm .mcmcdemc .mcmcdram .mcmcdrm .mcmcess .mcmcgg .mcmcggcp .mcmcggcpp .mcmcggdp .mcmcggdpp .mcmcgibbs .mcmcharm .mcmchmc .mcmchmcda .mcmcim .mcmcinca .mcmcmala .mcmcmcmcmc .mcmcmtm .mcmcmwg .mcmcnuts .mcmcohss .mcmcram .mcmcrdmh .mcmcrefractive .mcmcrj .mcmcrss .mcmcrwm .mcmcsamwg .mcmcsgld .mcmcslice .mcmcsmwg .mcmcthmc .mcmctwalk .mcmcuess .mcmcusamwg .mcmcusmwg .rowVars .vbsalimans2
Approximate Bayesian BootstrapABB
Acceptance RateAcceptanceRate
Proposal Covarianceas.covar
Initial Valuesas.initial.values
Parameter Namesas.parm.names
As Posterior Predictive Checkas.ppc
Bayes FactorBayesFactor
The Bayesian BootstrapBayesianBootstrap
Bayes' TheoremBayesTheorem
Big DataBigData
BlocksBlocks
BMK Convergence DiagnosticBMK.Diagnostic
Burn-inburnin
Caterpillar Plotcaterpillar.plot
Centering and ScalingCenterScale
Combine Demonoid ObjectsCombine
Conditional Plotscond.plot
Consort with Laplace's DemonConsort
Cumulative Sample FunctionCSF
Demon Choice Data Setdemonchoice
Demon FX Data Setdemonfx
Demon Sessions Data Setdemonsessions
Demon Snacks Data Setdemonsnacks
Demon Space-Time Data Setdemontexas
de Finetti's Gamede.Finetti.Game
De-Burndeburn
Asymmetric Laplace Distribution: Univariatedalaplace palaplace qalaplace ralaplace
Asymmetric Log-Laplace Distributiondallaplace pallaplace qallaplace rallaplace
Asymmetric Multivariate Laplace Distributiondaml raml
Bernoulli Distributiondbern pbern qbern rbern
Categorical Distributiondcat qcat rcat
Continuous Relaxation of a Markov Random Field Distributiondcrmrf rcrmrf
Dirichlet Distributionddirichlet rdirichlet
Generalized Pareto Distributiondgpd rgpd
Generalized Poisson Distributiondgpois
Half-Cauchy Distributiondhalfcauchy phalfcauchy qhalfcauchy rhalfcauchy
Half-Normal Distributiondhalfnorm phalfnorm qhalfnorm rhalfnorm
Half-t Distributiondhalft phalft qhalft rhalft
Horseshoe Distributiondhs rhs
Huang-Wand Distributiondhuangwand dhuangwandc rhuangwand rhuangwandc
Inverse Beta Distributiondinvbeta rinvbeta
(Scaled) Inverse Chi-Squared Distributiondinvchisq rinvchisq
Inverse Gamma Distributiondinvgamma rinvgamma
Inverse Gaussian Distributiondinvgaussian rinvgaussian
Inverse Matrix Gamma Distributiondinvmatrixgamma
Inverse Wishart Distributiondinvwishart rinvwishart
Inverse Wishart Distribution: Cholesky Parameterizationdinvwishartc rinvwishartc
Laplace Distribution: Univariate Symmetricdlaplace plaplace qlaplace rlaplace
Mixture of Laplace Distributionsdlaplacem plaplacem rlaplacem
Laplace Distribution: Precision Parameterizationdlaplacep plaplacep qlaplacep rlaplacep
LASSO Distributiondlasso rlasso
Log-Laplace Distribution: Univariate Symmetricdllaplace pllaplace qllaplace rllaplace
Log-Normal Distribution: Precision Parameterizationdlnormp plnormp qlnormp rlnormp
Matrix Gamma Distributiondmatrixgamma
Matrix Normal Distributiondmatrixnorm rmatrixnorm
Multivariate Cauchy Distributiondmvc rmvc
Multivariate Cauchy Distribution: Cholesky Parameterizationdmvcc rmvcc
Multivariate Cauchy Distribution: Precision Parameterizationdmvcp rmvcp
Multivariate Cauchy Distribution: Precision-Cholesky Parameterizationdmvcpc rmvcpc
Multivariate Laplace Distributiondmvl rmvl
Multivariate Laplace Distribution: Cholesky Parameterizationdmvlc rmvlc
Multivariate Normal Distributiondmvn rmvn
Multivariate Normal Distribution: Cholesky Parameterizationdmvnc rmvnc
Multivariate Normal Distribution: Precision Parameterizationdmvnp rmvnp
Multivariate Normal Distribution: Precision-Cholesky Parameterizationdmvnpc rmvnpc
Multivariate Polya Distributiondmvpolya rmvpolya
Multivariate Power Exponential Distributiondmvpe rmvpe
Multivariate Power Exponential Distribution: Cholesky Parameterizationdmvpec rmvpec
Multivariate t Distributiondmvt rmvt
Multivariate t Distribution: Cholesky Parameterizationdmvtc rmvtc
Multivariate t Distribution: Precision Parameterizationdmvtp rmvtp
Multivariate t Distribution: Precision-Cholesky Parameterizationdmvtpc rmvtpc
Normal-Inverse-Wishart Distributiondnorminvwishart rnorminvwishart
Normal-Laplace Distribution: Univariate Asymmetricdnormlaplace rnormlaplace
Mixture of Normal Distributionsdnormm pnormm rnormm
Normal Distribution: Precision Parameterizationdnormp pnormp qnormp rnormp
Normal Distribution: Variance Parameterizationdnormv pnormv qnormv rnormv
Normal-Wishart Distributiondnormwishart rnormwishart
Pareto Distributiondpareto ppareto qpareto rpareto
Power Exponential Distribution: Univariate Symmetricdpe ppe qpe rpe
Scaled Inverse Wishart Distributiondsiw rsiw
Skew Discrete Laplace Distribution: Univariatedsdlaplace psdlaplace qsdlaplace rsdlaplace
Skew-Laplace Distribution: Univariatedslaplace pslaplace qslaplace rslaplace
Truncated Stick-Breaking Prior DistributiondStick rStick
Student t Distribution: Univariatedst pst qst rst
Student t Distribution: Precision Parameterizationdstp pstp qstp rstp
Truncated Distributionsdtrunc extrunc ptrunc qtrunc rtrunc vartrunc
Wishart Distributiondwishart rwishart
Wishart Distribution: Cholesky Parameterizationdwishartc rwishartc
Yang-Berger Distributiondyangberger dyangbergerc
Hyperprior-g Prior and Zellner's g-Priordhyperg dzellner rzellner
Prior Elicitationdelicit elicit
Effective Sample Size due to AutocorrelationESS
Gelfand's Convergence DiagnosticGelfand.Diagnostic
Gelman and Rubin's MCMC Convergence DiagnosticGelman.Diagnostic
Geweke's Convergence DiagnosticGeweke.Diagnostic
Generate Initial ValuesGIV
Hangartner's Convergence DiagnosticHangartner.Diagnostic
Heidelberger and Welch's MCMC Convergence DiagnosticHeidelberger.Diagnostic
Server Listeningserver_Listening
Integrated Autocorrelation TimeIAT
Variable ImportanceImportance
Constrain to Intervalinterval
Appeasedis.appeased
Logical Check of a Bayesian Modelis.bayesian
Logical Check of Classesis.bayesfactor is.blocks is.bmk is.demonoid is.demonoid.hpc is.demonoid.ppc is.demonoid.val is.hangartner is.heidelberger is.importance is.iterquad is.iterquad.ppc is.juxtapose is.laplace is.laplace.ppc is.miss is.pmc is.pmc.ppc is.pmc.val is.posteriorchecks is.raftery is.rejection is.sensitivity is.vb is.vb.ppc
Logical Check of a Constantis.constant
Logical Check of Constraintsis.constrained
Logical Check of Datais.data
Logical Check of a Modelis.model
Logical Check of Proprietyis.proper
Logical Check of Stationarityis.stationary
Iterative QuadratureIterativeQuadrature
Joint Density Plotjoint.density.plot
Joint Probability Region Plotjoint.pr.plot
Juxtapose MCMC Algorithm InefficiencyJuxtapose
Kullback-Leibler Divergence (KLD)KLD
Kolmogorov-Smirnov Convergence DiagnosticKS.Diagnostic
Laplace ApproximationLaplaceApproximation
Laplace's DemonLaplacesDemon LaplacesDemon.hpc
LaplacesDemon RAM EstimateLaplacesDemon.RAM
Levene's TestLevene.Test
Logarithm of the Marginal LikelihoodLML
The log-log and complementary log-log functionscloglog invcloglog invloglog loglog
The logit and inverse-logit functionsinvlogit logit
Loss MatrixLossMatrix
Lowest Posterior Loss IntervalLPL.interval
Math Utility FunctionsGaussHermiteQuadRule Hermite logadd partial
Matrix Utility Functionsas.indicator.matrix as.inverse as.parm.matrix as.positive.definite as.positive.semidefinite as.symmetric.matrix Cov2Cor CovEstim GaussHermiteCubeRule Hessian is.positive.definite is.positive.semidefinite is.square.matrix is.symmetric.matrix Jacobian logdet lower.triangle read.matrix SparseGrid tr TransitionMatrix upper.triangle
Monte Carlo Standard ErrorMCSE MCSS
Minnesota PriorMinnesotaPrior
Multiple Imputation Sequential SamplingMISS
The Mode(s) of a Vectoris.amodal is.bimodal is.multimodal is.trimodal is.unimodal Mode Modes
Model Specification TimeModel.Spec.Time
Probability Intervalp.interval
Plot Hellinger Distancesplot.bmk
Plot samples from the output of Laplace's Demonplot.demonoid plot.demonoid.hpc
Plots of Posterior Predictive Checksplot.demonoid.ppc
Plot Variable Importanceplot.importance
Plot the output of 'IterativeQuadrature'plot.iterquad
Plots of Posterior Predictive Checksplot.iterquad.ppc
Plot MCMC Juxtapositionplot.juxtapose
Plot the output of 'LaplaceApproximation'plot.laplace
Plots of Posterior Predictive Checksplot.laplace.ppc
Plot samples from the output of MISSplot.miss
Plot samples from the output of PMCplot.pmc
Plots of Posterior Predictive Checksplot.pmc.ppc
Plot the output of 'VariationalBayes'plot.vb
Plots of Posterior Predictive Checksplot.vb.ppc
Plot a Numerical MatrixplotMatrix
Plot SamplesplotSamples
Population Monte CarloPMC
PMC RAM EstimatePMC.RAM
Posterior ChecksPosteriorChecks
PrecisionCov2Prec Prec2Cov prec2sd prec2var sd2prec sd2var var2prec var2sd
Posterior Predictive Checkspredict.demonoid
Posterior Predictive Checkspredict.iterquad
Posterior Predictive Checkspredict.laplace
Posterior Predictive Checkspredict.pmc
Posterior Predictive Checkspredict.vb
Print an object of class 'demonoid' to the screen.print.demonoid
Print an object of class 'heidelberger' to the screen.print.heidelberger
Print an object of class 'iterquad' to the screen.print.iterquad
Print an object of class 'laplace' to the screen.print.laplace
Print an object of class 'miss' to the screen.print.miss
Print an object of class 'pmc' to the screen.print.pmc
Print an object of class 'raftery' to the screen.print.raftery
Print an object of class 'vb' to the screen.print.vb
Raftery and Lewis's diagnosticRaftery.Diagnostic
Rejection SamplingRejectionSampling
Sensitivity AnalysisSensitivityAnalysis
Sampling Importance ResamplingSIR
Truncated Stick-BreakingStick
Posterior Predictive Check Summarysummary.demonoid.ppc
Posterior Predictive Check Summarysummary.iterquad.ppc
Posterior Predictive Check Summarysummary.laplace.ppc
MISS Summarysummary.miss
Posterior Predictive Check Summarysummary.pmc.ppc
Posterior Predictive Check Summarysummary.vb.ppc
ThinThin
Holdout ValidationValidate
Variational BayesVariationalBayes
Widely Applicable Information CriterionWAIC