MSIMST
Bayesian Monotonic Single-Index Regression Model with the Skew-T Likelihood
Incorporates a Bayesian monotonic single-index mixed-effect model with a multivariate skew-t likelihood, specifically designed to handle survey weights adjustments. Features include a simulation program and an associated Gibbs sampler for model estimation. The single-index function is constrained to be monotonic increasing, utilizing a customized Gaussian process prior for precise estimation. The model assumes random effects follow a canonical skew-t distribution, while residuals are represented by a multivariate Student-t distribution. Offers robust Bayesian adjustments to integrate survey weight information effectively.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1 |
rolling linux/jammy R-4.5 | MSIMST_1.1.tar.gz |
369.9 KiB |
1.1 |
rolling linux/noble R-4.5 | MSIMST_1.1.tar.gz |
372.3 KiB |
1.1 |
rolling source/ R- | MSIMST_1.1.tar.gz |
706.2 KiB |
1.1 |
latest linux/jammy R-4.5 | MSIMST_1.1.tar.gz |
369.9 KiB |
1.1 |
latest linux/noble R-4.5 | MSIMST_1.1.tar.gz |
372.3 KiB |
1.1 |
latest source/ R- | MSIMST_1.1.tar.gz |
706.2 KiB |
1.1 |
2026-04-26 source/ R- | MSIMST_1.1.tar.gz |
706.2 KiB |
1.1 |
2026-04-23 source/ R- | MSIMST_1.1.tar.gz |
706.2 KiB |
1.1 |
2026-04-09 windows/windows R-4.5 | MSIMST_1.1.zip |
694.3 KiB |
1.1 |
2025-04-20 source/ R- | MSIMST_1.1.tar.gz |
706.2 KiB |