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.
Functions to sample from statistical distributions or compute densities.
dmvnorm()
Multivariate normal density. Assumes symmetry.
rmvnorm()
Generate from multivariate normal.
Densities, sampling.
diwishart()
Inverted Wishart density, parametrization according to Press.
diwishart_inverse()
Inverted Wishart density from the inverse (faster).
dwishart()
Wishart density.
riwish_Press()
Generate random sample from Inverted Wishart.
rwish()
Generate random sample from Wishart (faster).
Unsorted functions: mathematical tools, etc.
inv_pd()
Compute the inverse of a positive-definite matrix