Last data update: 2014.03.03
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monomvn
Package: monomvn
Type: Package
Title: Estimation for Multivariate Normal and Student-t Data with
Monotone Missingness
Version: 1.9-6
Date: 2016-02-10
Author: Robert B. Gramacy <rbgramacy@chicagobooth.edu>
Maintainer: Robert B. Gramacy <rbgramacy@chicagobooth.edu>
Description: Estimation of multivariate normal and student-t data of
arbitrary dimension where the pattern of missing data is monotone.
Through the use of parsimonious/shrinkage regressions
(plsr, pcr, lasso, ridge, etc.), where standard regressions fail,
the package can handle a nearly arbitrary amount of missing data.
The current version supports maximum likelihood inference and
a full Bayesian approach employing scale-mixtures for Gibbs sampling.
Monotone data augmentation extends this
Bayesian approach to arbitrary missingness patterns.
A fully functional standalone interface to the Bayesian lasso
(from Park & Casella), Normal-Gamma (from Griffin & Brown),
Horseshoe (from Carvalho, Polson, & Scott), and ridge regression
with model selection via Reversible Jump, and student-t errors
(from Geweke) is also provided.
Depends: R (>= 2.14.0), pls, lars, MASS
Imports: quadprog, mvtnorm
License: LGPL
URL: http://bobby.gramacy.com/r_packages/monomvn
NeedsCompilation: yes
Packaged: 2016-02-10 21:11:47 UTC; bobby
Repository: CRAN
Date/Publication: 2016-02-11 00:43:05
Install log
* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'monomvn' ...
** package 'monomvn' successfully unpacked and MD5 sums checked
** libs
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG -I/usr/local/include -DRPRINT -fpic -g -O2 -c blasso.cc -o blasso.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG -I/usr/local/include -DRPRINT -fpic -g -O2 -c bmonomvn.cc -o bmonomvn.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG -I/usr/local/include -DRPRINT -fpic -g -O2 -c hshoe.c -o hshoe.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG -I/usr/local/include -DRPRINT -fpic -g -O2 -c linalg.c -o linalg.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG -I/usr/local/include -DRPRINT -fpic -g -O2 -c matrix.c -o matrix.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG -I/usr/local/include -DRPRINT -fpic -g -O2 -c nu.c -o nu.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG -I/usr/local/include -DRPRINT -fpic -g -O2 -c rgig.c -o rgig.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG -I/usr/local/include -DRPRINT -fpic -g -O2 -c rhelp.c -o rhelp.o
f95 -fpic -g -O2 -c solve.QP.f -o solve.QP.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG -I/usr/local/include -DRPRINT -fpic -g -O2 -c ustructs.cc -o ustructs.o
f95 -fpic -g -O2 -c util.f -o util.o
g++ -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o monomvn.so blasso.o bmonomvn.o hshoe.o linalg.o matrix.o nu.o rgig.o rhelp.o solve.QP.o ustructs.o util.o -L/home/ddbj/local/lib64/R/lib -lRlapack -L/home/ddbj/local/lib64/R/lib -lRblas -lgfortran -lm -lquadmath -lgfortran -lm -lquadmath -L/home/ddbj/local/lib64/R/lib -lR
installing to /home/ddbj/local/lib64/R/library/monomvn/libs
** R
** data
** preparing package for lazy loading
** help
*** installing help indices
converting help for package 'monomvn'
finding HTML links ... done
blasso html
blasso.s3 html
bmonomvn html
cement html
default.QP html
metrics html
monomvn-internal html
monomvn-package html
monomvn html
Rd warning: /tmp/Rtmp1dwAqj/R.INSTALLd654432be04/monomvn/man/monomvn.Rd:32: missing file link 'plsr'
Rd warning: /tmp/Rtmp1dwAqj/R.INSTALLd654432be04/monomvn/man/monomvn.Rd:33: missing file link 'pcr'
Rd warning: /tmp/Rtmp1dwAqj/R.INSTALLd654432be04/monomvn/man/monomvn.Rd:135: missing file link 'pcr'
Rd warning: /tmp/Rtmp1dwAqj/R.INSTALLd654432be04/monomvn/man/monomvn.Rd:136: missing file link 'plsr'
Rd warning: /tmp/Rtmp1dwAqj/R.INSTALLd654432be04/monomvn/man/monomvn.Rd:186: missing file link 'plsr'
Rd warning: /tmp/Rtmp1dwAqj/R.INSTALLd654432be04/monomvn/man/monomvn.Rd:187: missing file link 'pcr'
monomvn.s3 html
monomvn.solve.QP html
plot.monomvn html
randmvn html
Rd warning: /tmp/Rtmp1dwAqj/R.INSTALLd654432be04/monomvn/man/randmvn.Rd:69: missing file link 'rmvnorm'
Rd warning: /tmp/Rtmp1dwAqj/R.INSTALLd654432be04/monomvn/man/randmvn.Rd:71: missing file link 'rmvnorm'
regress html
Rd warning: /tmp/Rtmp1dwAqj/R.INSTALLd654432be04/monomvn/man/regress.Rd:28: missing file link 'plsr'
Rd warning: /tmp/Rtmp1dwAqj/R.INSTALLd654432be04/monomvn/man/regress.Rd:29: missing file link 'pcr'
Rd warning: /tmp/Rtmp1dwAqj/R.INSTALLd654432be04/monomvn/man/regress.Rd:89: missing file link 'pcr'
Rd warning: /tmp/Rtmp1dwAqj/R.INSTALLd654432be04/monomvn/man/regress.Rd:90: missing file link 'plsr'
Rd warning: /tmp/Rtmp1dwAqj/R.INSTALLd654432be04/monomvn/man/regress.Rd:167: missing file link 'plsr'
Rd warning: /tmp/Rtmp1dwAqj/R.INSTALLd654432be04/monomvn/man/regress.Rd:167: missing file link 'pcr'
returns html
rmono html
rwish html
** building package indices
** testing if installed package can be loaded
* DONE (monomvn)
Making 'packages.html' ... done
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