BSAM: RPackage for Bayesian Spectral Analysis Models with Shape Restrictions
by Taeryon Choi, Peter Lenk, and Seongil Jo December. 2015.
This Rpackage complements the paper "PyBSAM : PythonBased Bayesian Spectral Analysis Models" Taeryon Choi,Peter Lenk, Seongil Jo, Hyungjoon Kim, and Hyotae Kim (in preparation) 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 Rpackage into R and run following example Rcode. Bayesian Spectral Analysis Regression (BSAR) Bayesian Spectral Analysis Quantile Regression (BSAQ)
