Packages and commands in BEsmarter GUI
| Model | Library | Command | Reference |
|---|---|---|---|
| Univariate models | |||
| Normal | MCMCpack | MCMCregress | A. D. Martin, Quinn, and Park (2018) |
| Logit | MCMCpack | MCMClogit | A. D. Martin, Quinn, and Park (2018) |
| Probit | bayesm | rbprobitGibbs | P. Rossi (2017) |
| Multinomial (Mixed) Probit | bayesm | rmnpGibbs | P. Rossi (2017) |
| Multinomial (Mixed) Logit | bayesm | rmnlIndepMetrop | P. Rossi (2017) |
| Ordered Probit | bayesm | rordprobitGibbs | P. Rossi (2017) |
| Negative Binomial (Poisson) | bayesm | rnegbinRw | P. Rossi (2017) |
| Tobit | MCMCpack | MCMCtobit | A. D. Martin, Quinn, and Park (2018) |
| Quantile | MCMCpack | MCMCquantreg | A. D. Martin, Quinn, and Park (2018) |
| Bayesian bootstrap | bayesboot | bayesboot | Baath (2018) |
| Multivariate models | |||
| Multivariate | bayesm | rmultireg | P. Rossi (2017) |
| Seemingly Unrelated Regression | bayesm | rsurGibbs | P. Rossi (2017) |
| Instrumental Variable | bayesm | rivGibbs | P. Rossi (2017) |
| Bivariate Probit | bayesm | rmvpGibbs | P. Rossi (2017) |
| Time series models | |||
| Normal dynamic linear model | dlm | dlmGibbsDIGs | Petris (2010) |
| ARMA | bayesforecast | stan_sarima | Alonzo and Cruz (2020) |
| Stochastic volatility models | stochvol | svsample | Hosszejni and Kastner (2021) |
| VAR | bvartools | draw_posterior | Mohr (2024) |
| Hierarchical longitudinal models | |||
| Normal | MCMCpack | MCMChregress | A. D. Martin, Quinn, and Park (2018) |
| Logit | MCMCpack | MCMChlogit | A. D. Martin, Quinn, and Park (2018) |
| Poisson | MCMCpack | MCMChpoisson | A. D. Martin, Quinn, and Park (2018) |
| Bayesian model averaging | |||
| Normal (BIC) | BMA | bicreg | Adrian Raftery et al. (2012) |
| Normal (MC3) | BMA | MC3.REG | Adrian Raftery et al. (2012) |
| Normal (instrumental variables) | ivbma | ivbma | Lenkoski, Karl, and Neudecker (2013) |
| Normal (Dynamic BMA) | dma | dma | Tyler H. McCormick et al. (2018) |
| Logit (BIC) | BMA | bic.glm | Adrian Raftery et al. (2012) |
| Gamma (BIC) | BMA | bic.glm | Adrian Raftery et al. (2012) |
| Poisson (BIC) | BMA | bic.glm | Adrian Raftery et al. (2012) |
| Diagnostics | |||
| Trace plot | coda | traceplot | Plummer et al. (2016) |
| Autocorrelation plot | coda | autocorr.plot | Plummer et al. (2016) |
| Geweke test | coda | geweke.diag | Plummer et al. (2016) |
| Raftery & Lewis test | coda | raftery.diag | Plummer et al. (2016) |
| Heidelberger & Welch test | coda | heidel.diag | Plummer et al. (2016) |
References
Alonzo, Izhar Asael, and Cristian Cruz. 2020. “varstan: An R Package for Bayesian Time Series Models with Stan.” ARXIV Preprint.
Baath, R. 2018. Package Bayesboot. https://CRAN.R-project.org/package=bayesboot.
Hosszejni, Daniel, and Gregor Kastner. 2021. “Modeling Univariate and Multivariate Stochastic Volatility in r with
stochvol and factorstochvol.” Journal of Statistical Software 100 (12): 1–34. https://doi.org/10.18637/jss.v100.i12.
Lenkoski, Alex, Anna Karl, and Andreas Neudecker. 2013. Package ivbma. https://CRAN.R-project.org/package=ivbma.
———. 2018. Package MCMCpack.
McCormick, Tyler H., Adrian Raftery, David Madigan, Sevvandi Kandanaarachchi, and Hana Sevcikova. 2018. Dma: Dynamic Model Averaging. https://doi.org/10.32614/CRAN.package.dma.
Mohr, Franz X. 2024. bvartools: Bayesian Inference of Vector Autoregressive and Error Correction Models. https://CRAN.R-project.org/package=bvartools.
Petris, Giovanni. 2010. “An R Package for Dynamic Linear Models.” Journal of Statistical Software 36 (12): 1–16. https://www.jstatsoft.org/v36/i12/.
Plummer, Martyn, Nicky Best, Kate Cowles, Karen Vines, Deepayan Sarkar, Douglas Bates, Russell Almond, and Arni Magnusson. 2016. Output Analysis and Diagnostics for MCMC. https://CRAN.R-project.org/package=coda.
Raftery, Adrian, Jennifer Hoeting, Chris Volinsky, Ian Painter, and Ka Yee Yeung. 2012. Package BMA. https://CRAN.R-project.org/package=BMA.
Rossi, P. 2017. Package Bayesm. https://CRAN.R-project.org/package=bayesm.