Package: BayesianTools 0.1.8

Florian Hartig

BayesianTools: General-Purpose MCMC and SMC Samplers and Tools for Bayesian Statistics

General-purpose MCMC and SMC samplers, as well as plots and diagnostic functions for Bayesian statistics, with a particular focus on calibrating complex system models. Implemented samplers include various Metropolis MCMC variants (including adaptive and/or delayed rejection MH), the T-walk, two differential evolution MCMCs, two DREAM MCMCs, and a sequential Monte Carlo (SMC) particle filter.

Authors:Florian Hartig [aut, cre], Francesco Minunno [aut], Stefan Paul [aut], David Cameron [ctb], Tankred Ott [ctb], Maximilian Pichler [ctb]

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BayesianTools.pdf |BayesianTools.html
BayesianTools/json (API)
NEWS

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

Peer review:

Bug tracker:https://github.com/florianhartig/bayesiantools/issues

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

bayesecological-modelsmcmcoptimizationsmcsystems-biologycpp

10.17 score 120 stars 5 packages 586 scripts 790 downloads 2 mentions 64 exports 109 dependencies

Last updated 11 months agofrom:661e126ace. Checks:OK: 4 NOTE: 5. Indexed: no.

TargetResultDate
Doc / VignettesOKDec 21 2024
R-4.5-win-x86_64NOTEDec 21 2024
R-4.5-linux-x86_64NOTEDec 21 2024
R-4.4-win-x86_64NOTEDec 21 2024
R-4.4-mac-x86_64NOTEDec 21 2024
R-4.4-mac-aarch64NOTEDec 21 2024
R-4.3-win-x86_64OKDec 21 2024
R-4.3-mac-x86_64OKDec 21 2024
R-4.3-mac-aarch64OKDec 21 2024

Exports:applySettingsDefaultbridgesamplecalibrationTestcheckBayesianSetupconvertCodacorrelationPlotcreateBayesianSetupcreateBetaPriorcreateLikelihoodcreateMcmcSamplerListcreateMixWithDefaultscreatePosteriorcreatePriorcreatePriorDensitycreateProposalGeneratorcreateSmcSamplerListcreateTruncatedNormalPriorcreateUniformPriorDEDEzsDICDREAMDREAMzsgelmanDiagnosticsgenerateParallelExecutergenerateTestDensityMultiNormalgetCredibleIntervalsgetPanelsgetPossibleSamplerTypesgetPredictiveDistributiongetPredictiveIntervalsgetSamplegetVolumeGOFlikelihoodAR1likelihoodIidNormalMAPmarginalLikelihoodmarginalPlotmergeChainsMetropolisplotDiagnosticplotSensitivityplotTimeSeriesplotTimeSeriesResidualsplotTimeSeriesResultsrunMCMCsampleMetropolissmcSamplerstopParalleltestDensityBananatestDensityInfinitytestDensityMultiNormaltestDensityNormaltestLinearModeltracePlotTwalkupdateProposalGeneratorVSEMvsemCVSEMcreateLikelihoodVSEMcreatePARVSEMgetDefaultsWAIC

Dependencies:apeaskpassbase64encbootbridgesamplingBrobdingnagbslibcachemclicodacodetoolscolorspacecommonmarkcpp11crayoncrosstalkcurldata.tableDHARMadigestdoParalleldplyrellipseemulatorevaluateexpmfansifarverfastmapfontawesomeforeachfsgapgap.datasetsgenericsggplot2gluegmmgtablehighrhtmltoolshtmlwidgetshttpuvhttrIDPmiscisobanditeratorsjquerylibjsonliteknitrlabelinglaterlatticelazyevallifecyclelme4lmtestmagrittrMASSMatrixmemoisemgcvmimeminqamsmmunsellmvtnormnlmenloptrnumDerivopensslpillarpkgconfigplotlyplyrpromisespurrrqgamR6rappdirsrbibutilsRColorBrewerRcppRcppEigenRdpackrlangrmarkdownsandwichsassscalesshinysourcetoolsstringistringrsurvivalsystibbletidyrtidyselecttinytextmvtnormutf8vctrsviridisLitewithrxfunxtableyamlzoo

Interfacing your model with R

Rendered fromInterfacingAModel.Rmdusingknitr::rmarkdownon Dec 21 2024.

Last update: 2024-01-26
Started: 2019-07-31

Bayesian Tools - General-Purpose MCMC and SMC Samplers and Tools for Bayesian Statistics

Rendered fromBayesianTools.Rmdusingknitr::rmarkdownon Dec 21 2024.

Last update: 2024-01-26
Started: 2016-12-26

Readme and manuals

Help Manual

Help pageTopics
Provides the default settings for the different samplers in runMCMCapplySettingsDefault
BayesianToolsBayesianTools-package BayesianTools
Simulation-based calibration testscalibrationTest
Checks if an object is of class 'BayesianSetup'checkBayesianSetup
Convert coda::mcmc objects to BayesianTools::mcmcSamplerconvertCoda
Flexible function to create correlation density plotscorrelationPlot
Creates a standardized collection of prior, likelihood and posterior functions, including error checks etc.createBayesianSetup
Convenience function to create a beta priorcreateBetaPrior
Creates a standardized likelihood class#'createLikelihood
Convenience function to create an object of class mcmcSamplerList from a list of mcmc samplerscreateMcmcSamplerList
Allows to mix a given parameter vector with a default parameter vectorcreateMixWithDefaults
Creates a standardized posterior classcreatePosterior
Creates a user-defined prior classcreatePrior
Fits a density function to a multivariate samplecreatePriorDensity
Factory that creates a proposal generatorcreateProposalGenerator
Convenience function to create an object of class SMCSamplerList from a list of mcmc samplerscreateSmcSamplerList
Convenience function to create a truncated normal priorcreateTruncatedNormalPrior
Convenience function to create a simple uniform prior distributioncreateUniformPrior
Differential-Evolution MCMCDE
Differential-Evolution MCMC zsDEzs
Deviance information criterionDIC
DREAMDREAM
DREAMzsDREAMzs
Gelman DiagnosticsgelmanDiagnostics
Factory to generate a parallel executor of an existing functiongenerateParallelExecuter
Multivariate normal likelihoodgenerateTestDensityMultiNormal
Calculate confidence region from an MCMC or similar samplegetCredibleIntervals
Creates a DHARMa objectgetDharmaResiduals
getPanelsgetPanels
Returns possible sampler typesgetPossibleSamplerTypes
Calculates predictive distribution based on the parametersgetPredictiveDistribution
Calculates Bayesian credible (confidence) and predictive intervals based on parameter samplegetPredictiveIntervals
Extracts the sample from a bayesianOutputgetSample getSample.data.frame getSample.double getSample.integer getSample.list getSample.matrix getSample.MCMC getSample.mcmc getSample.mcmc.list getSample.MCMC_refClass
Calculate posterior volumegetVolume
Standard GOF metrics Startvalues for sampling with nrChains > 1 : if you want to provide different start values for the different chains, provide a listGOF
AR1 type likelihood functionlikelihoodAR1
Normal / Gaussian Likelihood functionlikelihoodIidNormal
calculates the Maxiumum APosteriori value (MAP)MAP
Calcluated the marginal likelihood from a set of MCMC samplesmarginalLikelihood
Plot MCMC marginalsmarginalPlot
Merge ChainsmergeChains
Creates a Metropolis-type MCMC with options for covariance adaptatin, delayed rejection, Metropolis-within-Gibbs, and temperingMetropolis
Diagnostic PlotplotDiagnostic
Performs a one-factor-at-a-time sensitivity analysis for the posterior of a given bayesianSetup within the prior range.plotSensitivity
Plots a time series, with the option to include confidence and prediction bandplotTimeSeries
Plots residuals of a time seriesplotTimeSeriesResiduals
Creates a time series plot typical for an MCMC / SMC fitplotTimeSeriesResults
Main wrapper function to start MCMCs, particle MCMCs and SMCsrunMCMC
SMC samplersmcSampler
Function to close cluster in BayesianSetupstopParallel
Banana-shaped density functiontestDensityBanana
GelmanMeng test functiontestDensityGelmanMeng
Test function infinity raggedtestDensityInfinity
3d Mutivariate Normal likelihoodtestDensityMultiNormal
Normal likelihoodtestDensityNormal
Fake model, returns a ax + b linear response to 2-param vectortestLinearModel
Trace plot for MCMC classtracePlot
T-walk MCMCTwalk
To update settings of an existing proposal geneneratorupdateProposalGenerator
Very simple ecosystem modelVSEM
C version of the VSEM modelvsemC
Create an example dataset, and from that a likelihood or posterior for the VSEM modelVSEMcreateLikelihood
Create a random radiation (PAR) time seriesVSEMcreatePAR
returns the default values for the VSEMVSEMgetDefaults
calculates the WAICWAIC