Package: monomvn
Type: Package
Title: Estimation for multivariate normal data with monotone missingness
Version: 1.6
Date: 2008-12-02
Author: Robert B. Gramacy <bobby@statslab.cam.ac.uk>
Maintainer: Robert B. Gramacy <bobby@statslab.cam.ac.uk>
Description: Estimation of multivariate normal data of arbitrary dimension
where the pattern of missing data is monotone. Through the use of
parsimonious/shrinkage regressions (plsr, pcr, lasso, ridge,
etc.), where standard regressions fail, the package can handle an
(almost) arbitrary amount of missing data.  The current version
supports maximum likelihood inference and implementation
of a Bayesian version employing a Bayesian lasso.  A fully
functional standalone  interface to the Bayesian lasso
(from Park & Casella) and ridge regression with model selection
via Reversible Jump is also provided
Depends: R (>= 2.4), pls, lars, MASS
Suggests: quadprog, mvtnorm, accuracy
License: LGPL
URL: http://www.statslab.cam.ac.uk/~bobby/monomvn.html
Packaged: Tue Dec  2 14:18:09 2008; bobby

Package: monomvn
Type: Package
Title: Estimation for multivariate normal and Student-t data with
monotone missingness
Version: 1.7-1
Date: 2008-05-27
Author: Robert B. Gramacy <bobby@statslab.cam.ac.uk>
Maintainer: Robert B. Gramacy <bobby@statslab.cam.ac.uk>
Description: Estimation of multivariate normal and student-t data of
arbitrary dimension where the pattern of missing data is
monotone. Through the use of parsimonious/shrinkage regressions
(plsr, pcr, lasso, ridge, etc.), where standard regressions
fail, the package can handle a nearly arbitrary amount of
missing data. The current version supports maximum likelihood
inference and a full Bayesian approach employing scale-mixtures
for the lasso (double-exponential) prior and Student-t errors.
Monotone data augmentation extends this Bayesian approach to
arbitrary missingness patterns.  A fully functional standalone
interface to the Bayesian lasso (from Park & Casella) and ridge
regression with model selection via Reversible Jump, and
student-t errors (from Geweke) is also provided
Depends: R (>= 2.4), pls, lars, MASS
Suggests: quadprog, mvtnorm, accuracy
License: LGPL
URL: http://www.statslab.cam.ac.uk/~bobby/monomvn.html
Packaged: Wed May 27 14:47:14 2009; bobby
Repository: CRAN
Date/Publication: 2009-05-27 14:23:13