bayesm: Bayesian Inference for Marketing/Micro-Econometrics
- CRAN: http://cran.r-project.org/web/packages/bayesm/index.html
- URL: http://www.perossi.org/home/bsm-1
> library(bayesm)
バージョン: 3.0.2
関数名 | 概略 |
---|---|
Scotch |
Survey Data on Brands of Scotch Consumed |
bank |
Bank Card Conjoint Data of Allenby and Ginter (1995) |
breg |
Posterior Draws from a Univariate Regression with Unit Error Variance |
cgetC |
Obtain A List of Cut-offs for Scale Usage Problems |
cheese |
Sliced Cheese Data |
clusterMix |
Cluster Observations Based on Indicator MCMC Draws |
condMom |
Computes Conditional Mean/Var of One Element of MVN given All Others |
createX |
Create X Matrix for Use in Multinomial Logit and Probit Routines |
customerSat |
Customer Satisfaction Data |
detailing |
Physician Detailing Data from Manchanda et al (2004) |
eMixMargDen |
Compute Marginal Densities of A Normal Mixture Averaged over MCMC Draws |
fsh |
Flush Console Buffer |
ghkvec |
Compute GHK approximation to Multivariate Normal Integrals |
llmnl |
Evaluate Log Likelihood for Multinomial Logit Model |
llmnp |
Evaluate Log Likelihood for Multinomial Probit Model |
llnhlogit |
Evaluate Log Likelihood for non-homothetic Logit Model |
lndIChisq |
Compute Log of Inverted Chi-Squared Density |
lndIWishart |
Compute Log of Inverted Wishart Density |
lndMvn |
Compute Log of Multivariate Normal Density |
lndMvst |
Compute Log of Multivariate Student-t Density |
logMargDenNR |
Compute Log Marginal Density Using Newton-Raftery Approx |
margarine |
Household Panel Data on Margarine Purchases |
mixDen |
Compute Marginal Density for Multivariate Normal Mixture |
mixDenBi |
Compute Bivariate Marginal Density for a Normal Mixture |
mnlHess |
Computes -Expected Hessian for Multinomial Logit |
mnpProb |
Compute MNP Probabilities |
momMix |
Compute Posterior Expectation of Normal Mixture Model Moments |
nmat |
Convert Covariance Matrix to a Correlation Matrix |
numEff |
Compute Numerical Standard Error and Relative Numerical Efficiency |
orangeJuice |
Store-level Panel Data on Orange Juice Sales |
plot.bayesm.hcoef |
Plot Method for Hierarchical Model Coefs |
plot.bayesm.mat |
Plot Method for Arrays of MCMC Draws |
plot.bayesm.nmix |
Plot Method for MCMC Draws of Normal Mixtures |
rDPGibbs |
Density Estimation with Dirichlet Process Prior and Normal Base |
rbayesBLP |
Bayesian Analysis of Random Coefficient Logit Models Using Aggregate Data |
rbiNormGibbs |
Illustrate Bivariate Normal Gibbs Sampler |
rbprobitGibbs |
Gibbs Sampler (Albert and Chib) for Binary Probit |
rdirichlet |
Draw From Dirichlet Distribution |
rhierBinLogit |
MCMC Algorithm for Hierarchical Binary Logit |
rhierLinearMixture |
Gibbs Sampler for Hierarchical Linear Model |
rhierLinearModel |
Gibbs Sampler for Hierarchical Linear Model |
rhierMnlDP |
MCMC Algorithm for Hierarchical Multinomial Logit with Dirichlet Process Prior Heterogeneity |
rhierMnlRwMixture |
MCMC Algorithm for Hierarchical Multinomial Logit with Mixture of Normals Heterogeneity |
rhierNegbinRw |
MCMC Algorithm for Negative Binomial Regression |
rivDP |
Linear "IV" Model with DP Process Prior for Errors |
rivGibbs |
Gibbs Sampler for Linear "IV" Model |
rmixGibbs |
Gibbs Sampler for Normal Mixtures w/o Error Checking |
rmixture |
Draw from Mixture of Normals |
rmnlIndepMetrop |
MCMC Algorithm for Multinomial Logit Model |
rmnpGibbs |
Gibbs Sampler for Multinomial Probit |
rmultireg |
Draw from the Posterior of a Multivariate Regression |
rmvpGibbs |
Gibbs Sampler for Multivariate Probit |
rmvst |
Draw from Multivariate Student-t |
rnegbinRw |
MCMC Algorithm for Negative Binomial Regression |
rnmixGibbs |
Gibbs Sampler for Normal Mixtures |
rordprobitGibbs |
Gibbs Sampler for Ordered Probit |
rscaleUsage |
MCMC Algorithm for Multivariate Ordinal Data with Scale Usage Heterogeneity. |
rsurGibbs |
Gibbs Sampler for Seemingly Unrelated Regressions (SUR) |
rtrun |
Draw from Truncated Univariate Normal |
runireg |
IID Sampler for Univariate Regression |
runiregGibbs |
Gibbs Sampler for Univariate Regression |
rwishart |
Draw from Wishart and Inverted Wishart Distribution |
simnhlogit |
Simulate from Non-homothetic Logit Model |
summary.bayesm.mat |
Summarize Mcmc Parameter Draws |
summary.bayesm.nmix |
Summarize Draws of Normal Mixture Components |
summary.bayesm.var |
Summarize Draws of Var-Cov Matrices |
tuna |
Data on Canned Tuna Sales |