BSAM: R-Package for Bayesian Spectral Analysis Models with Shape Restrictions
by Taeryon Choi, Peter Lenk, and Seongil Jo December. 2015.
This R-package complements the paper "PyBSAM : Python-Based Bayesian Spectral Analysis Models" Taeryon Choi,Peter Lenk, Seongil Jo, Hyungjoon Kim, and Hyotae Kim
BSAM implementing a Bayesian Spectral Analysis Models that include regression with/without shape restrictions, quantile regression with/without shape restrictions, additive models, generalized linear models and density estimation. To install windows binary, use RGui menu "Package/Install package(s) from local zip files..." or R command "install.packages".
We provide a simple example. To carry out example, install this R-package into R and run following example R-code.
Bayesian Spectral Analysis Regression (BSAR)