Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
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Authors: Alejandro Jara, Timothy Hanson, Fernando A. Quintana, Peter Müller, Gary L. Rosner
Title: DPpackage: Bayesian Semi- and Nonparametric Modeling in R
Abstract: Data analysis sometimes requires the relaxation of parametric assumptions in order to gain modeling flexibility and robustness against mis-specification of the probability model. In the Bayesian context, this is accomplished by placing a prior distribution on a function space, such as the space of all probability distributions or the space of all regression functions. Unfortunately, posterior distributions ranging over function spaces are highly complex and hence sampling methods play a key role. This paper provides an introduction to a simple, yet comprehensive, set of programs for the implementation of some Bayesian nonparametric and semiparametric models in R, DPpackage. Currently, DPpackage includes models for marginal and conditional density estimation, receiver operating characteristic curve analysis, interval-censored data, binary regression data, item response data, longitudinal and clustered data using generalized linear mixed models, and regression data using generalized additive models. The package also contains functions to compute pseudo-Bayes factors for model comparison and for eliciting the precision parameter of the Dirichlet process prior, and a general purpose Metropolis sampling algorithm. To maximize computational efficiency, the actual sampling for each model is carried out using compiled C, C++ or Fortran code.

Page views:: 14133. Submitted: 2009-10-28. Published: 2011-04-07.
Paper: DPpackage: Bayesian Semi- and Nonparametric Modeling in R     Download PDF (Downloads: 18051)
DPpackage_1.1-3.tar.gz: R source package Download (Downloads: 980; 865KB) Replication files (R code and data sets) Download (Downloads: 1204; 14KB)
v40i05-appendix.pdf: Appendix with supplementary material Download (Downloads: 2091; 201KB)

DOI: 10.18637/jss.v040.i05

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.