General-Purpose MCMC and SMC Samplers and Tools for Bayesian Statistics

General-purpose MCMC and SMC samplers, as well as plot and diagnostic functions for Bayesian statistics, with a particular focus on calibrating complex system models. Implemented samplers include various Metropolis MCMC variants (including adaptive and/or delayed rejection MH), the T-walk, two differential evolution MCMCs, two DREAM MCMCs, and a sequential Monte Carlo (SMC) particle filter.


News

NOTE: for more news about the package, see https://github.com/florianhartig/BayesianTools/releases

BayesianTools 0.1.4

Changes

  • added bridge sampling to ML
  • added support for Nimble output objects
  • extended options for plotMarginals

Bugfixes

  • numerical instability in T-Walk, added a warning for now, will hopefully be fixed soon

BayesianTools 0.1.3

Compatibility

  • created compatibility to new Rcpp standard

Changes

  • getSample extended to coda objects, so that all plot functions can also be used on coda objects
  • plotTimeSeriesResults now includes the option to create residual plots from posterior predictive simulations, calling the DHARMa package
  • added new utitility functions sampleEquallySpaced and correctThin

Bugfixes

  • IMPORTANT: fixed a bug in createPriorDensity - results with createPriorDensity prior to this bugfix may be unrealiable
  • getSample now corrects wrong inputs for thin and numSamples instead of throwing an error
  • smaller bugfixes in plot functions

BayesianTools 0.1.2

Bugfixes

  • various smaller improvement / bugfixes in getSample, plot functions / Help (0.1.2)
  • warnings / bugfixes associated to burnin arguments (0.1.1.2)
  • bugfix in marginal plots (0.1.1.1)

BayesianTools 0.1.1

Mostly a bugfix release

Minor changes

  • implemented method for estimating posterior volume (0.1.0.1)
  • implemented GOF (0.1.0.2)

Bugfixes

  • removed erroneously created help files (0.1.0.1)
  • dynload change to conform to R 3.4.x requirements (0.1.1)
  • smaller bugxfixes and help updates (0.1.1)

BayesianTools 0.1.0

  • initial release

Reference manual

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install.packages("BayesianTools")

0.1.4 by Florian Hartig, 5 months ago


https://github.com/florianhartig/BayesianTools


Report a bug at https://github.com/florianhartig/BayesianTools/issues


Browse source code at https://github.com/cran/BayesianTools


Authors: Florian Hartig [aut, cre], Francesco Minunno [aut], Stefan Paul [aut], David Cameron [ctb], Tankred Ott [ctb]


Documentation:   PDF Manual  


CC BY-SA 4.0 license


Imports coda, emulator, mvtnorm, tmvtnorm, IDPmisc, Rcpp, ellipse, numDeriv, msm, MASS, Matrix, stats, utils, graphics, DHARMa, bridgesampling

Suggests DEoptim, lhs, sensitivity, knitr, rmarkdown, roxygen2, testthat, gap

Linking to Rcpp


See at CRAN