Core functions

Tools to elicit priors, compute marginal likelihoods and Bayes factors. Start from these to deploy {bayessource} to your project.

bayessource-package

Package bayessource

get_minimum_nw_IW()

Get minimum degrees of freedom for Inverted Wishart

make_priors_and_init()

Elicit priors and initialization from background dataset

marginalLikelihood()

Fast computation of the marginal likelihood for the Normal-Inverted Wishart model.

mcmc_postproc()

Post-process Gibbs chain outputs.

samesource_C()

Fast computation of the Bayes Factor (same source v. different sources) for the Normal - Inverted Wishart model.

Statistical functions

Functions to sample from statistical distributions or compute densities.

dmvnorm()

Multivariate normal density. Assumes symmetry.

rmvnorm()

Generate from multivariate normal.

Wishart / Inverted Wishart functions

Densities, sampling.

diwishart()

Inverted Wishart density, parametrization according to Press.

diwishart_inverse()

Inverted Wishart density from the inverse (faster).

dwishart()

Wishart density.

get_minimum_nw_IW()

Get minimum degrees of freedom for Inverted Wishart

riwish_Press()

Generate random sample from Inverted Wishart.

rwish()

Generate random sample from Wishart (faster).

Other functions

Unsorted functions: mathematical tools, etc.

inv_pd()

Compute the inverse of a positive-definite matrix