Bayesian variable selection methods for analyzing the structure of a Markov random field model for a network of binary and/or ordinal variables.

Computes the hazard rate estimate as described by
    Nieto-Barajas & Walker (2002), Nieto-Barajas (2003), Nieto-Barajas &
    Walker (2007) and Nieto-Barajas & Yin (2008).

Implementation of Bayesian multi-task regression models and was developed within the context of imaging genetics. The package can currently fit two models. The Bayesian group sparse multi-task regression model of Greenlaw et al. (2017)<doi:10.1093/bioinformatics/btx215> can be fit with implementation using Gibbs sampling. An extension of this model developed by Song, Ge et al. to accommodate both spatial correlation as well as correlation across brain hemispheres can also be fit using either mean-field variational Bayes or Gibbs sampling. The model can also be used more generally for multivariate (non-imaging) phenotypes with spatial correlation.

Bimodal Gumbel distribution. General functions for performing extreme value analysis.

Estimation of Bayesian Global Vector Autoregressions (BGVAR) with different prior setups and the possibility to introduce stochastic volatility. Built-in priors include the Minnesota, the stochastic search variable selection and Normal-Gamma (NG) prior. For a reference see also Crespo Cuaresma, J., Feldkircher, M. and F. Huber (2016) "Forecasting with Global Vector Autoregressive Models: a Bayesian Approach", Journal of Applied Econometrics, Vol. 31(7), pp. 1371-1391 <doi:10.1002/jae.2504>. Post-processing functions allow for doing predictions, structurally identify the model with short-run or sign-restrictions and compute impulse response functions, historical decompositions and forecast error variance decompositions. Plotting functions are also available. The package has a companion paper: Boeck, M., Feldkircher, M. and F. Huber (2022) "BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R", Journal of Statistical Software, Vol. 104(9), pp. 1-28 <doi:10.18637/jss.v104.i09>.