dirichletprocess

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Build Dirichlet Process Objects for Bayesian Modelling

Gordon J. Ross, Dean Markwick

Last update: 25 August 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.4.1, 0.2.0, 0.2.1, 0.2.2, 0.3.0, 0.3.1.1, 0.3.1, 0.4.0, 0.4.2

Source code repository: https://github.com/cran/dirichletprocess

Description

Perform nonparametric Bayesian analysis using Dirichlet processes without the need to program the inference algorithms. Utilise included pre-built models or specify custom models and allow the 'dirichletprocess' package to handle the Markov chain Monte Carlo sampling. Our Dirichlet process objects can act as building blocks for a variety of statistical models including and not limited to: density estimation, clustering and prior distributions in hierarchical models. See Teh, Y. W. (2011) <https://www.stats.ox.ac.uk/~teh/research/npbayes/Teh2010a.pdf>, among many other sources.

Cited In (5)

• Comment: Minimalist \(g\)-modeling
• Flexible Sensitivity Analysis for Observational Studies Without Observable Implications
• copre
• Model-free posterior inference on the area under the receiver operating characteristic curve
• MIRES

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