prova - Nonparametric Probabilistic-Statistical Variate Analysis with Automated Markov-Chain Monte Carlo
Calculate posterior joint and conditional probabilities, probability distributions of population frequencies, and information-theoretic measures, by means of Bayesian nonparametric methods. Data imputation is automatic and done in a principled way. Markov-chain Monte Carlo calculations are automatically handled and do not require user supervision. Applications range from statistical estimation and probabilistic hypothesis testing to evidence-based inference and decision making, in a wide range of disciplines from astrophysics to medicine. For more details and examples see for instance Porta Mana et al. (2026) <doi:10.31219/osf.io/8nr56>, Dunson & Bhattacharya (2011) <doi:10.1093/acprof:oso/9780199694587.003.0005>, Lindley & Novick (1981) <doi:10.1214/aos/1176345331>, Bernardo & Smith (2000) <doi:10.1002/9780470316870>, Müller et al. (2015) <doi:10.1007/978-3-319-18968-0>. Requires the packages 'Nimble', 'parallel', 'extraDistr'.
Last updated
bayesianexchangeabilitynonparametric-density-inferencenonparametric-inferencepopulation-inferenceprobability-theorystatistics
5.67 score 6 stars 1 scripts