loo - Efficient Leave-One-Out Cross-Validation and WAIC for Bayesian Models
Efficient approximate leave-one-out cross-validation (LOO) for Bayesian models fit using Markov chain Monte Carlo, as described in Vehtari, Gelman, and Gabry (2017) <doi:10.1007/s11222-016-9696-4>. The approximation uses Pareto smoothed importance sampling (PSIS), a new procedure for regularizing importance weights. As a byproduct of the calculations, we also obtain approximate standard errors for estimated predictive errors and for the comparison of predictive errors between models. The package also provides methods for using stacking and other model weighting techniques to average Bayesian predictive distributions.
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bayesbayesianbayesian-data-analysisbayesian-inferencebayesian-methodsbayesian-statisticscross-validationinformation-criterionmodel-comparisonstan
18.91 score 159 stars 344 dependents 4.0k scripts 469k downloads
bayesplot - Plotting for Bayesian Models
Plotting functions for posterior analysis, MCMC diagnostics, prior and posterior predictive checks, and other visualizations to support the applied Bayesian workflow advocated in Gabry, Simpson, Vehtari, Betancourt, and Gelman (2019) <doi:10.1111/rssa.12378>. The package is designed not only to provide convenient functionality for users, but also a common set of functions that can be easily used by developers working on a variety of R packages for Bayesian modeling, particularly (but not exclusively) packages interfacing with 'Stan'.
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bayesianbayesian-workflowggplot2mcmcstanstatistical-graphicsvisualization
18.80 score 443 stars 121 dependents 13k scripts 192k downloads
shinystan - Interactive Visual and Numerical Diagnostics and Posterior Analysis for Bayesian Models
A graphical user interface for interactive Markov chain Monte Carlo (MCMC) diagnostics and plots and tables helpful for analyzing a posterior sample. The interface is powered by the 'Shiny' web application framework from 'RStudio' and works with the output of MCMC programs written in any programming language (and has extended functionality for 'Stan' models fit using the 'rstan' and 'rstanarm' packages).
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bayesianbayesian-data-analysisbayesian-inferencebayesian-methodsbayesian-statisticsmcmcshiny-appsstanstatistical-graphics
15.26 score 199 stars 17 dependents 1.7k scripts 190k downloads