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MSIMST  

Bayesian Monotonic Single-Index Regression Model with the Skew-T Likelihood
View on CRAN: Click here


Download and install MSIMST package within the R console
Install from CRAN:
install.packages("MSIMST")

Install from Github:
library("remotes")
install_github("cran/MSIMST")

Install by package version:
library("remotes")
install_version("MSIMST", "1.1")



Attach the package and use:
library("MSIMST")
Maintained by
Qingyang Liu
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-09-16
Latest Update: 2024-09-16
Description:
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.
How to cite:
Qingyang Liu (2024). MSIMST: Bayesian Monotonic Single-Index Regression Model with the Skew-T Likelihood. R package version 1.1, https://cran.r-project.org/web/packages/MSIMST. Accessed 28 Sep. 2024.
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