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Bayesian regression for combinatorial response data: each response is a binary vector constrained to an integral polytope, \(\mathcal{Y} = \{\,y \in \{0,1\}^d : A y \le b\,\}\). Ignoring the constraint and fitting an unconstrained model leads to biased estimation, and enumerating all feasible outcomes is computationally impractical in high-dimensional settings. In Zheng, Ghosh & Duan (2026+), an augmented likelihood that respects the combinatorial constraints is proposed, along with a Metropolis–Hastings-within-Gibbs (MH-Within-Gibbs) sampler that scales to high-dimensional problems.
The package implements the MH-Within-Gibbs sampler of Zheng, Ghosh & Duan (2026+), with hit-and-run dual updates in C++ (OpenMP-parallel across observations), an unconstrained probit baseline, one-call benchmarking, MCMC and regression diagnostics, and utilities for constraint validation and data simulation.
Install the development version from GitHub:
# install.packages("remotes")
remotes::install_github("YuZh98/combreg")Building from source requires a C++17 toolchain (the package links to
RcppArmadillo); OpenMP is used when available and falls
back to a serial build otherwise.
library(combreg)
# a small matching-type constraint: A y <= b on y in {0,1}^3
A <- rbind(c(1, 1, 0),
c(0, 1, 1))
con <- crr_constraints(A, b = c(1, 1))
# simulate constrained responses, then fit
sim <- simulate_crr(n = 300, p = 2, constraints = con, seed = 1)
fit <- crr(sim$Y, sim$X, con, n_iter = 2000, warmup = 1000, chains = 2, seed = 1)
summary(fit)
# alternatively, predictors can also be given as a formula + data frame
df <- data.frame(x1 = sim$X[, 1], x2 = sim$X[, 2])
fit <- crr(sim$Y, ~ 0 + x1 + x2, con, data = df,
n_iter = 2000, warmup = 1000, chains = 2, seed = 1)
# diagnostics, plots, and interoperability
crr_diagnostics(fit) # structured MCMC + regression report
plot(fit, type = "trace") # also: "acf", "violin", "ess", "ess_time", "residual"
coda::as.mcmc(fit) # -> coda ecosystem
posterior::as_draws(fit) # -> posterior / bayesplot ecosystem
predict(fit, type = "response")
# benchmark the constrained sampler against the unconstrained probit baseline
crr_benchmark(sim$Y, sim$X, con, beta = sim$beta,
n_iter = 2000, warmup = 1000, seed = 1)| Component | Functions |
|---|---|
| Model fitting | crr(), crr_control(),
crr_prior() |
| Constraints | crr_constraints(), is_tum(),
is_feasible() |
| Simulation | simulate_crr(), random_constraints() |
| Diagnostics | crr_diagnostics(), crr_ess(),
crr_rhat(), crr_ppc() |
| Benchmarking | crr_benchmark() |
| Methods | summary(), coef(), predict(),
fitted(), residuals(), plot(),
as.mcmc(), as_draws() |
| Sampling primitives | init_dual(), sample_dual(),
draw_utility(), sample_utility(),
dual_feasible(), coef_precompute(),
update_coef() |
Two vignettes and a R script cover the details:
vignette("combreg"): the model, why constraint-ignoring
baselines are biased, constraint setup, the adaptive block controller,
and building custom models from the exported primitives.vignette("diagnostics"): the diagnostics and
benchmarking workflow.inst/scripts/reproduce-table2.R: runs the simulation in
Zheng, Ghosh & Duan
(2026+) and reproduces its Table 2 (coefficient RMSE for varying
(d, m)).citation("combreg")Zheng, Y., Ghosh, M., & Duan, L. (2026+). Statistical Modeling of Combinatorial Response Data. arXiv:2504.11630. https://doi.org/10.48550/arXiv.2504.11630
MIT © Hugh Zheng
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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