R script with Rstan (examples)

Install Rstan

• Install R and Rstudio

• Visit the web page of https://mc-stan.org/users/documentation/ and see Documentation

• Install Rtools (Windows users) or Xcode (Mac users) . See https://github.com/stan-dev/rstan/wiki/RStan-Getting-Started

• install packages: rstan

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

Beta prior (Section 2.4)

1. Hospital A

2. Hospital B

2008 presidential election poll

Using multinomial distribution

Cauchy distribution

Heart Transplant

1. Common mortality (Section 7.4)

2. Heterogeneous mortalities (Section 7.5-7.10)

1. Regression model (Section 9.2)

2. Survival model (Section 9.4)

3. 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. Ordered Probit model

5. Ordered Logit model

6. Multinomial Logit model

7. Tobit model (Type I Tobit)

8. Sample Selection model (Type II Tobit)

9. Stochastic volatility model

10. Stochastic volatility model with leverage