IDEAS home Printed from https://ideas.repec.org/a/jss/jstsof/v040i05.html
   My bibliography  Save this article

DPpackage: Bayesian Semi- and Nonparametric Modeling in R

Author

Listed:
  • Jara, Alejandro
  • Hanson, Timothy
  • Quintana, Fernando A.
  • Müller, Peter
  • Rosner, Gary L.

Abstract

Data analysis sometimes requires the relaxation of parametric assumptions in order to gain modeling flexibility and robustness against mis-specification of the probability model. In the Bayesian context, this is accomplished by placing a prior distribution on a function space, such as the space of all probability distributions or the space of all regression functions. Unfortunately, posterior distributions ranging over function spaces are highly complex and hence sampling methods play a key role. This paper provides an introduction to a simple, yet comprehensive, set of programs for the implementation of some Bayesian nonparametric and semiparametric models in R, DPpackage. Currently, DPpackage includes models for marginal and conditional density estimation, receiver operating characteristic curve analysis, interval-censored data, binary regression data, item response data, longitudinal and clustered data using generalized linear mixed models, and regression data using generalized additive models. The package also contains functions to compute pseudo-Bayes factors for model comparison and for eliciting the precision parameter of the Dirichlet process prior, and a general purpose Metropolis sampling algorithm. To maximize computational efficiency, the actual sampling for each model is carried out using compiled C, C++ or Fortran code.

Suggested Citation

  • Jara, Alejandro & Hanson, Timothy & Quintana, Fernando A. & Müller, Peter & Rosner, Gary L., 2011. "DPpackage: Bayesian Semi- and Nonparametric Modeling in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 40(i05).
  • Handle: RePEc:jss:jstsof:v:040:i05
    DOI: http://hdl.handle.net/10.18637/jss.v040.i05
    as

    Download full text from publisher

    File URL: https://www.jstatsoft.org/index.php/jss/article/view/v040i05/v40i05.pdf
    Download Restriction: no

    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v040i05/DPpackage_1.1-3.tar.gz
    Download Restriction: no

    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v040i05/v40i05.zip
    Download Restriction: no

    File URL: https://www.jstatsoft.org/index.php/jss/article/downloadSuppFile/v040i05/v40i05-appendix.pdf
    Download Restriction: no

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jim E. Griffin & Fabrizio Leisen, 2017. "Compound random measures and their use in Bayesian non-parametrics," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(2), pages 525-545, March.
    2. Stefano Favaro & Antonio Lijoi & Igor Prünster, 2012. "A new estimator of the discovery probability," DEM Working Papers Series 007, University of Pavia, Department of Economics and Management.
    3. Peter Müeller & Fernando A. Quintana & Garritt Page, 2018. "Nonparametric Bayesian inference in applications," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(2), pages 175-206, June.
    4. Rodrigues, G.S. & Nott, David J. & Sisson, S.A., 2016. "Functional regression approximate Bayesian computation for Gaussian process density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 229-241.
    5. Andrés F. Barrientos & Alejandro Jara & Fernando A. Quintana, 2017. "Fully Nonparametric Regression for Bounded Data Using Dependent Bernstein Polynomials," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(518), pages 806-825, April.
    6. Wiper, Michael Peter & Zhao, Yanyun & Ausín Olivera, María Concepción, 2013. "Bayesian multivariate Bernstein polynomial density estimation," DES - Working Papers. Statistics and Econometrics. WS ws131211, Universidad Carlos III de Madrid. Departamento de Estadística.
    7. Zheng, Xiaoyu & Itoh, Hiroto & Kawaguchi, Kenji & Tamaki, Hitoshi & Maruyama, Yu, 2015. "Application of Bayesian nonparametric models to the uncertainty and sensitivity analysis of source term in a BWR severe accident," Reliability Engineering and System Safety, Elsevier, vol. 138(C), pages 253-262.
    8. Martin, Ryan & Han, Zhen, 2016. "A semiparametric scale-mixture regression model and predictive recursion maximum likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 94(C), pages 75-85.
    9. Stefano Tonellato, 2019. "Bayesian nonparametric clustering as a community detection problem," Working Papers 2019: 20, Department of Economics, University of Venice "Ca' Foscari".
    10. Richardson, Robert & Hartman, Brian, 2018. "Bayesian nonparametric regression models for modeling and predicting healthcare claims," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 1-8.
    11. Aktekin, Tevfik, 2014. "Call center service process analysis: Bayesian parametric and semi-parametric mixture modeling," European Journal of Operational Research, Elsevier, vol. 234(3), pages 709-719.
    12. Gard, Charlotte C. & Brown, Elizabeth R., 2015. "A Bayesian hierarchical model for estimating and partitioning Bernstein polynomial density functions," Computational Statistics & Data Analysis, Elsevier, vol. 87(C), pages 73-83.
    13. Stefano Favaro & Antonio Lijoi & Igor Prünster, 2012. "A New Estimator of the Discovery Probability," Biometrics, The International Biometric Society, vol. 68(4), pages 1188-1196, December.
    14. Claudio Conversano & Massimo Cannas & Francesco Mola & Emiliano Sironi, 2019. "Random effects clustering in multilevel modeling: choosing a proper partition," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(1), pages 279-301, March.
    15. Tonellato, Stefano F., 2020. "Bayesian nonparametric clustering as a community detection problem," Computational Statistics & Data Analysis, Elsevier, vol. 152(C).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:jss:jstsof:v:040:i05. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum). General contact details of provider: http://www.jstatsoft.org/ .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.