R script with NIMBLE (examples)

Install NIMBLE

• Install R and Rstudio

• Visit the web page of https://r-nimble.org/ and see Documentation

• Install Rtools (Windows users) or Xcode (Mac users) . See Chapter 4 of Manual (https://r-nimble.org/html_manual/cha-welcome-nimble.html )

• Install packages: igraph, coda, R6

• Install package: nimble

Reference

• Jim Albert (2009) Bayesian Computation with R (2nd edition). Springer

1. Both mean and variance are unknown. (Section 4.2)

2. Unknown variance (with known mean). (Section 3.2)

3. Comparing two populations

1. Beta prior (Section 2.4)

2. Discrete prior (Section 2.3)

1. Hospital A

2. Hospital B　

2008 presidential election poll

1. Using multinomial distribution

2. Using dconstraint function

1. Mixture representation

2. 0’s trick

3. 1's trick

1. 0’s trick

2. 1's trick

1. Common mortality (Section 7.4)

2. Heterogeneous mortalities (Section 7.5-7.10)

3. Heterogeneous mortalities using 0’s trick for the prior (Section 7.5-7.10)

1. Regression model (Section 9.2)

2. Survival model (Section 9.4)

3. Robust regression using mixture representation (Section 11.5)

4. Robust regression using t-density (Section 11.5)

1. Probit model (Section 10.3)

2. Logit model (Section 11.6)

3. Table of Means (Sections 10.4.3-10.4.4)

4. Change point model (Section 11.4)

5. Ordered Probit model

6. Ordered Logit model

7. Multinomial Logit model

8. Tobit model (Type I Tobit) using 0‘s trick

9. Sample Selection model (Type II Tobit)

10. Stochastic volatility model

11. Stochastic volatility model with leverage