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author | brook <brook@pkgsrc.org> | 2019-08-09 15:39:04 +0000 |
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committer | brook <brook@pkgsrc.org> | 2019-08-09 15:39:04 +0000 |
commit | cc77af89c46dbe3acea00693aa0d1cdd3654fe58 (patch) | |
tree | 6aea5d2826c7cdfe6240c73b3f4da28e5120cbe1 /finance | |
parent | 7dad3593df77a972435bbd7614a8f28249f3dd42 (diff) | |
download | pkgsrc-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/Makefile | 3 | ||||
-rw-r--r-- | finance/R-bayesm/DESCR | 21 | ||||
-rw-r--r-- | finance/R-bayesm/Makefile | 16 | ||||
-rw-r--r-- | finance/R-bayesm/distinfo | 6 |
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 |