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MSIMST: Bayesian Monotonic Single-Index Regression Model with the Skew-T Likelihood

Incorporates a Bayesian monotonic single-index mixed-effect model with a multivariate skew-t likelihood, specifically designed to handle survey weights adjustments. Features include a simulation program and an associated Gibbs sampler for model estimation. The single-index function is constrained to be monotonic increasing, utilizing a customized Gaussian process prior for precise estimation. The model assumes random effects follow a canonical skew-t distribution, while residuals are represented by a multivariate Student-t distribution. Offers robust Bayesian adjustments to integrate survey weight information effectively.

Version: 1.1
Depends: R (≥ 3.4.0)
Imports: MASS (≥ 7.3-58.4), Rcpp (≥ 1.0.12), mvtnorm (≥ 1.2-4), fields (≥ 15.2), parallel (≥ 4.3.0), truncnorm (≥ 1.0-9), Rdpack (≥ 2.6)
LinkingTo: Rcpp, RcppArmadillo
Suggests: lattice (≥ 0.21-8), HDInterval (≥ 0.2.4), latex2exp (≥ 0.9.6), posterior (≥ 1.5.0)
Published: 2024-09-16
DOI: 10.32614/CRAN.package.MSIMST
Author: Qingyang Liu ORCID iD [aut, cre], Debdeep Pati [aut], Dipankar Bandyopadhyay [aut]
Maintainer: Qingyang Liu <rh8liuqy at gmail.com>
License: GPL (≥ 3)
URL: https://github.com/rh8liuqy/MSIMST
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: MSIMST results

Documentation:

Reference manual: MSIMST.pdf
Vignettes: Robust Statistical Modeling for Quantifying Periodontal Disease: A Single Index Mixed-Effects Approach with Skewed Random Effects and Heavy-Tailed Residuals (source)

Downloads:

Package source: MSIMST_1.1.tar.gz
Windows binaries: r-devel: MSIMST_1.1.zip, r-release: MSIMST_1.1.zip, r-oldrel: MSIMST_1.1.zip
macOS binaries: r-release (arm64): MSIMST_1.1.tgz, r-oldrel (arm64): MSIMST_1.1.tgz, r-release (x86_64): MSIMST_1.1.tgz, r-oldrel (x86_64): MSIMST_1.1.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=MSIMST to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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