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Bayesian Analysis, No Gibbs

Last update: 2 December 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0.1, 1.0.0, 1.0.2, 1.0.3

Description

Provides functions for the Bayesian analysis of some simple commonly-used models, without using Markov Chain Monte Carlo (MCMC) methods such as Gibbs sampling. The 'rust' package <https://cran.r-project.org/package=rust> is used to simulate a random sample from the required posterior distribution, using the generalized ratio-of-uniforms method. See Wakefield, Gelfand and Smith (1991) <doi:10.1007/BF01889987> for details. At the moment three conjugate hierarchical models are available: beta-binomial, gamma-Poisson and a 1-way analysis of variance (ANOVA).

Cites work

Efficient generation of random variates via the ratio-of-uniforms method

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