'RBi' Helper Functions

Contains a collection of helper functions to use with 'RBi', the R interface to 'LibBi', described in Murray et al. (2015) . It contains functions to adapt the proposal distribution and number of particles in particle Markov-Chain Monte Carlo, as well as calculating the Deviance Information Criterion (DIC) and converting between times in 'LibBi' results and R time/dates.


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RBi.helpers is collection of helper functions to use with RBi, an R interface to LibBi, a library for Bayesian Inference.

It contains:

  • adapt_proposal, to adapt the proposal distribution of a model according to the empirical standard deviations of accepted parameters
  • adapt_particles, to adapt the number of particles at a given point in parameter space.
  • DIC, to compute the DIC of a pMCMC run
  • acceptance_rate, to calculate the acceptance rate of a pMCMC run

Installation

The easiest way to install rbi.helpers is to use the devtools package:

library(devtools)
install_github("sbfnk/rbi.helpers")

News

rbi.helpers 0.3.0

  • new vignette: Introduction to rbi.helpers
  • removed bloated plot function; plotting is now covered by the RBi vignette
  • adaptive MCMC using the full empirical covariance
  • speed up proposal and particle adaptations by avoiding recompiles
  • quiet option to adapt_mcmc and adapt_particles
  • times operations to convert between numeric and R times/dates
  • innumerable bug fixes

rbi.helpers 0.2

  • Bug fixes and cosmetic changes

rbi.helpers 0.1

  • initial version

Reference manual

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install.packages("rbi.helpers")

0.3.1 by Sebastian Funk, 9 days ago


http://libbi.org, https://github.com/sbfnk/RBi, https://github.com/sbfnk/RBi.helpers


Report a bug at https://github.com/sbfnk/RBi.helpers/issues


Browse source code at https://github.com/cran/rbi.helpers


Authors: Sebastian Funk <[email protected]>


Documentation:   PDF Manual  


GPL-3 license


Imports data.table, lubridate, reshape2, Matrix

Depends on rbi

Suggests R.rsp, testthat, covr, stringi

System requirements: libbi (>= 1.4.2)


See at CRAN