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authorbrook <brook@pkgsrc.org>2019-08-09 15:39:04 +0000
committerbrook <brook@pkgsrc.org>2019-08-09 15:39:04 +0000
commitcc77af89c46dbe3acea00693aa0d1cdd3654fe58 (patch)
tree6aea5d2826c7cdfe6240c73b3f4da28e5120cbe1 /finance
parent7dad3593df77a972435bbd7614a8f28249f3dd42 (diff)
downloadpkgsrc-cc77af89c46dbe3acea00693aa0d1cdd3654fe58.tar.gz
R-bayesm: initial commit
Covers many important models used in marketing and micro-econometrics applications. The package includes: Bayes Regression (univariate or multivariate dep var), Bayes Seemingly Unrelated Regression (SUR), Binary and Ordinal Probit, Multinomial Logit (MNL) and Multinomial Probit (MNP), Multivariate Probit, Negative Binomial (Poisson) Regression, Multivariate Mixtures of Normals (including clustering), Dirichlet Process Prior Density Estimation with normal base, Hierarchical Linear Models with normal prior and covariates, Hierarchical Linear Models with a mixture of normals prior and covariates, Hierarchical Multinomial Logits with a mixture of normals prior and covariates, Hierarchical Multinomial Logits with a Dirichlet Process prior and covariates, Hierarchical Negative Binomial Regression Models, Bayesian analysis of choice-based conjoint data, Bayesian treatment of linear instrumental variables models, Analysis of Multivariate Ordinal survey data with scale usage heterogeneity (as in Rossi et al, JASA (01)), Bayesian Analysis of Aggregate Random Coefficient Logit Models as in BLP (see Jiang, Manchanda, Rossi 2009) For further reference, consult our book, Bayesian Statistics and Marketing by Rossi, Allenby and McCulloch (Wiley 2005) and Bayesian Non- and Semi-Parametric Methods and Applications (Princeton U Press 2014).
Diffstat (limited to 'finance')
-rw-r--r--finance/Makefile3
-rw-r--r--finance/R-bayesm/DESCR21
-rw-r--r--finance/R-bayesm/Makefile16
-rw-r--r--finance/R-bayesm/distinfo6
4 files changed, 45 insertions, 1 deletions
diff --git a/finance/Makefile b/finance/Makefile
index 2a234636086..53e48b11a3e 100644
--- a/finance/Makefile
+++ b/finance/Makefile
@@ -1,10 +1,11 @@
-# $NetBSD: Makefile,v 1.67 2018/08/16 09:24:15 wiz Exp $
+# $NetBSD: Makefile,v 1.68 2019/08/09 15:39:04 brook Exp $
#
COMMENT= Monetary, financial and related applications
SUBDIR+= QuantLib
SUBDIR+= R-TTR
+SUBDIR+= R-bayesm
SUBDIR+= R-fAsianOptions
SUBDIR+= R-fBasics
SUBDIR+= R-fOptions
diff --git a/finance/R-bayesm/DESCR b/finance/R-bayesm/DESCR
new file mode 100644
index 00000000000..988d2cf5db1
--- /dev/null
+++ b/finance/R-bayesm/DESCR
@@ -0,0 +1,21 @@
+Covers many important models used in marketing and micro-econometrics
+applications. The package includes: Bayes Regression (univariate or
+multivariate dep var), Bayes Seemingly Unrelated Regression (SUR),
+Binary and Ordinal Probit, Multinomial Logit (MNL) and Multinomial
+Probit (MNP), Multivariate Probit, Negative Binomial (Poisson)
+Regression, Multivariate Mixtures of Normals (including clustering),
+Dirichlet Process Prior Density Estimation with normal base,
+Hierarchical Linear Models with normal prior and covariates,
+Hierarchical Linear Models with a mixture of normals prior and
+covariates, Hierarchical Multinomial Logits with a mixture of normals
+prior and covariates, Hierarchical Multinomial Logits with a Dirichlet
+Process prior and covariates, Hierarchical Negative Binomial
+Regression Models, Bayesian analysis of choice-based conjoint data,
+Bayesian treatment of linear instrumental variables models, Analysis
+of Multivariate Ordinal survey data with scale usage heterogeneity (as
+in Rossi et al, JASA (01)), Bayesian Analysis of Aggregate Random
+Coefficient Logit Models as in BLP (see Jiang, Manchanda, Rossi 2009)
+For further reference, consult our book, Bayesian Statistics and
+Marketing by Rossi, Allenby and McCulloch (Wiley 2005) and Bayesian
+Non- and Semi-Parametric Methods and Applications (Princeton U Press
+2014).
diff --git a/finance/R-bayesm/Makefile b/finance/R-bayesm/Makefile
new file mode 100644
index 00000000000..f00553f4753
--- /dev/null
+++ b/finance/R-bayesm/Makefile
@@ -0,0 +1,16 @@
+# $NetBSD: Makefile,v 1.1 2019/08/09 15:39:04 brook Exp $
+
+R_PKGNAME= bayesm
+R_PKGVER= 3.1-3
+CATEGORIES= finance
+
+MAINTAINER= pkgsrc-users@NetBSD.org
+COMMENT= Bayesian inference for marketing/micro-econometrics
+LICENSE= gnu-gpl-v2 OR gnu-gpl-v3
+
+USE_LANGUAGES= c c++ fortran
+
+.include "../../math/R/Makefile.extension"
+.include "../../devel/R-Rcpp/buildlink3.mk"
+.include "../../math/R-RcppArmadillo/buildlink3.mk"
+.include "../../mk/bsd.pkg.mk"
diff --git a/finance/R-bayesm/distinfo b/finance/R-bayesm/distinfo
new file mode 100644
index 00000000000..c262cbb1d40
--- /dev/null
+++ b/finance/R-bayesm/distinfo
@@ -0,0 +1,6 @@
+$NetBSD: distinfo,v 1.1 2019/08/09 15:39:04 brook Exp $
+
+SHA1 (R/bayesm_3.1-3.tar.gz) = 98e60c5c3f81139d22de27fcbe06172bdfba10b5
+RMD160 (R/bayesm_3.1-3.tar.gz) = f8288e802fa3dfe4e9d8a6d731469ff8ae5d0c96
+SHA512 (R/bayesm_3.1-3.tar.gz) = c55892113ae6af3b9c626870b7de30f90c81dff446dc997da1b938a69c76960e71f25f86e62614125ab2709ce22c953013f8963a2b93afe7db08a56163f7c21d
+Size (R/bayesm_3.1-3.tar.gz) = 2269029 bytes