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copre
View on CRAN: Click
here
Download and install copre package within the R console
Install from CRAN:
install.packages("copre")
Install from Github:
library("remotes")
install_github("cran/copre") Install by package version:
library("remotes")
install_version("copre", "0.2.2") Attach the package and use:
library("copre")
Maintained by
Blake Moya
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-08-16
Latest Update: 2024-05-21
Description:
Performs Bayesian nonparametric density estimation using Martingale
posterior distributions including the Copula Resampling (CopRe) algorithm.
Also included are a Gibbs sampler for the marginal Gibbs-type mixture model and
an extension to include full uncertainty quantification via a predictive
sequence resampling (SeqRe) algorithm. The CopRe and SeqRe samplers generate
random nonparametric distributions as output, leading to complete nonparametric
inference on posterior summaries. Routines for calculating arbitrary
functionals from the sampled distributions are included as well as an important
algorithm for finding the number and location of modes, which can then be used
to estimate the clusters in the data using, for example, k-means.
Implements work developed in Moya B., Walker S. G. (2022).
, Fong, E., Holmes, C., Walker, S. G. (2021)
, and Escobar M. D., West, M. (1995)
.
How to cite:
Blake Moya (2022). copre: Tools for Nonparametric Martingale Posterior Sampling. R package version 0.2.2, https://cran.r-project.org/web/packages/copre. Accessed 07 Mar. 2026.
Previous versions and publish date:
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Other R packages that copre depends,
imports, suggests or enhances
Complete documentation for copre
Functions, R codes and Examples using
the copre R package
Some associated functions: G_normls . Sq_dirichlet . Sq_gnedin0 . Sq_pitmanyor . antimodes . autoplot.copre_result . autoplot.grideval_result . autoplot.seqre_result . base_measure . copre-package . copre . functional . gibbsmix . grideval . length.grideval_result . mdp . modes . moment . moments . plot.copre_result . plot.grideval_result . plot.mdpolya_result . plot.seqre_result . polya . register_autoplot_s3_methods . register_s3_method . seq_measure . seqre .
Some associated R codes: RcppExports.R . accessors.R . autoplot.R . base_measure.R . copre-package.R . copre.R . functional.R . gibbsmix.R . grideval.R . init.R . length.R . mdp.R . modes.R . moment.R . moments.R . plot.R . polya.R . register_s3.R . seq_measure.R . seqre.R . Full copre package functions and examples
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