Bayes Inference for Marketing/Micro-econometrics


Help pages for package `bayesm'

breg Posterior Draws from a Univariate Regression with Unit Error Variance
cgetC Obtain A List of Cut-offs for Scale Usage Problems
createX Create X Matrix for Use in Multinomial Logit and Probit Routines
eMixMargDen Compute Marginal Densities of A Normal Mixture Averaged over MCMC Draws
fsh Flush Console Buffer
init.rmultiregfp Initialize Variables for Multivariate Regression Draw
llmnl Evaluate Log Likelihood for Multinomial Logit Model
llmnp Evaluate Log Likelihood for Multinomial Probit Model
llnhlogit Evaluate Log Likelihood for non-homothetic Logit Model
lndIChisq Compute Log of Inverted Chi-Squared Density
lndIWishart Compute Log of Inverted Wishart Density
lndMvn Compute Log of Multivariate Normal Density
lndMvst Compute Log of Multivariate Student-t Density
mixDen Compute Marginal Density for Multivariate Normal Mixture
mnlHess Computes -Expected Hessian for Multinomial Logit
momMix Compute Posterior Expectation of Normal Mixture Model Moments
nmat Convert Covariance Matrix to a Correlation Matrix
numEff Compute Numerical Standard Error and Relative Numerical Efficiency
rbprobitGibbs Gibbs Sampler (Albert and Chib) for Binary Probit
rdirichlet Draw From Dirichlet Distribution
rhierLinearModel Gibbs Sampler for Hierarchical Linear Model
rhierMnlRwMixture MCMC Algorithm for Hierarchical Multinomial Logit with Mixture of Normals Heterogeneity
rivGibbs Gibbs Sampler for Linear "IV" Model
rmixGibbs Gibbs Sampler for Normal Mixtures w/o Error Checking
rmixture Draw from Mixture of Normals
rmnlIndepMetrop MCMC Algorithm for Multinomial Logit Model
rmnpGibbs Gibbs Sampler for Multinomial Probit
rmultireg Draw from the Posterior of a Multivariate Regression
rmultiregfp Draw from the Posterior of a Multivariate Regression
rmvpGibbs Gibbs Sampler for Multivariate Probit
rmvst Draw from Multivariate Student-t
rnmixGibbs Gibbs Sampler for Normal Mixtures
rscaleUsage MCMC Algorithm for Multivariate Ordinal Data with Scale Usage Heterogeneity.
rtrun Draw from Truncated Univariate Normal
runireg Draw from Posterior for Univariate Regression
runiregGibbs Gibbs Sampler for Univariate Regression
rwishart Draw from Wishart and Inverted Wishart Distribution
simmnl Simulate from Multinomial Logit Model
simmnlwX Simulate from MNL given X Matrix
simmnp Simulate from Multinomial Probit Model
simmvp Simulate from Multivariate Probit Model
simnhlogit Simulate from Non-homothetic Logit Model