Censored Distributions for 'greta'

Provides additional censored distributions for use with 'greta', a probabilistic programming framework for Bayesian modeling. Includes censored versions of Normal, Log-Normal, Student's T, Gamma, Exponential, Weibull, Pareto, and Beta distributions with support for right, left, and interval censoring. For details on 'greta', see Golding (2019) . The methods are implemented using 'TensorFlow' and 'TensorFlow Probability' for efficient computation.

greta.censored: Censored Distributions for greta

Overview

greta.censored is an R package that extends greta to support the following distributions with right, left, and interval censoring:

• Normal
• Log-Normal
• Student’s T
• Gamma
• Exponential
• Weibull
• Pareto
• Beta.

Installation

You can install the development version of greta.censored from GitHub with:

# install.packages("devtools")
devtools::install_github("mtwesley/greta.censored")

Usage

Here are some examples demonstrating how to use the main functions of the greta.censored package:

Example 1: Censored Normal Distribution

library(greta)
library(greta.censored)

# Define the parameters
mean <- as.greta_array(0)
sd <- as.greta_array(1)
is_censored <- as.greta_array(c(0, 1, 0))
censor <- "right"
lower <- -Inf
upper <- 1

# Create the censored normal distribution
dist <- normal_censored(mean, sd, is_censored, censor, lower, upper)

# Print the distribution
print(dist)

Example 2: Censored Log-Normal Distribution

library(greta)
library(greta.censored)

# Define the parameters
meanlog <- as.greta_array(0)
sdlog <- as.greta_array(1)
is_censored <- as.greta_array(c(0, 1, 0))
censor <- "left"
lower <- 0
upper <- Inf

# Create the censored log-normal distribution
dist <- lognormal_censored(meanlog, sdlog, is_censored, censor, lower, upper)

# Print the distribution
print(dist)

Code of Conduct

Please note that the greta.censored project is released with a Code of Conduct. By contributing to this project, you agree to abide by its terms.

Citation

If you use the greta.censored package in your research, please cite it as follows:

greta.censored: Censored Distributions for greta. R package version 0.1.0. https://github.com/mtwesley/greta.censored