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.

Last updated 1 months ago

bayesbayesianbayesian-data-analysisbayesian-inferencebayesian-methodsbayesian-statisticscross-validationinformation-criterionmodel-comparisonstan

17.36 score 149 stars 272 packages 2.6k scripts 48k 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'.

Last updated 4 months ago

bayesianggplot2mcmcpandocstanstatistical-graphicsvisualization

16.81 score 432 stars 93 packages 6.5k scripts 26k downloads

rstantools - Tools for Developing R Packages Interfacing with 'Stan'

Provides various tools for developers of R packages interfacing with 'Stan' <https://mc-stan.org>, including functions to set up the required package structure, S3 generics and default methods to unify function naming across 'Stan'-based R packages, and vignettes with recommendations for developers.

Last updated 6 months ago

bayesian-data-analysisbayesian-statisticsdeveloper-toolsstan

13.13 score 51 stars 206 packages 125 scripts 36k 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).

Last updated 2 years ago

bayesianbayesian-data-analysisbayesian-inferencebayesian-methodsbayesian-statisticsmcmcshiny-appsstanstatistical-graphics

12.95 score 197 stars 11 packages 1.6k scripts 12k downloads