Bayesian Spectral Analysis Models using Gaussian Process Priors

Contains functions to perform Bayesian inference using a spectral analysis of Gaussian process priors. Gaussian processes are represented with a Fourier series based on cosine basis functions. Currently the package includes parametric linear models, partial linear additive models with/without shape restrictions, generalized linear additive models with/without shape restrictions, and density estimation model. To maximize computational efficiency, the actual Markov chain Monte Carlo sampling for each model is done using codes written in FORTRAN 90.


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install.packages("bsamGP")

1.0.1 by Beomjo Park, 2 months ago


http://statlab2.korea.ac.kr/software/bsam


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


Authors: Seongil Jo [aut, cre], Taeryon Choi [aut], Beomjo Park [aut, cre], Peter J. Lenk [ctb]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports MASS, ggplot2, gridExtra


See at CRAN