`movingknots`: Efficient Bayesian multivariate surface regression

Efficient Bayesian multivariate surface regression that combines both additive splines and interactive splines, and a highly efficient Markov chain Monte Carlo algorithm to update all the knot locations jointly.

The code is written in native R and should be compatible with R version >= 2.12

Copyright & Citation

This code is base on our published paper:

Li, F., & Villani, M. (2013). Efficient Bayesian multivariate surface regression. Scandinavian Journal of Statistics, 40(4), 706-723.
Please use this BibTeX entry to cite our work:

@article{li2013efficient,
  title={Efficient Bayesian multivariate surface regression},
  author={Li, Feng and Villani, Mattias},
  journal={Scandinavian Journal of Statistics},
  volume={40},
  number={4},
  pages={706--723},
  year={2013},
  publisher={Wiley Online Library}
}

Installation

This package depends on Feng Li's flutils package. Please follow the link to download the latest version and install it.

devtools::install_github("feng-li/flutils")

The package could be installed as a standard R library, provided that flutils and devtools are installed.

devtools::install_github("feng-li/movingknots")

Run the code

Please take a look at the inst/examples folder which contains a few setup templates for configuring the model. You should edit the file to point the location of flutils.

Run inside R

You only need to use the source function to source the model template and the algorithm run automatically and the summary of the results will be printed on the R console. For example

source(file.path(system.file(package = "movingknots"), "examples","RUN_rajan_s_moving_2_plus_a_moving2.R"))
source(file.path(system.file(package = "movingknots"), "examples","RUN_rajan_s_moving_2_plus_a_moving2_SGLD.R"))

Run with Rscript (with Linux)

Make sure that #! /usr/bin/Rscript or #! /usr/bin/env Rscript is on the first line of your R script.
You need make sure the script is executable in a terminal

chmod +x movingknots/inst/examples/RUN_rajan_s_moving_2_plus_a_moving2.R
chmod +x movingknots/inst/examples/RUN_rajan_s_moving_2_plus_a_moving2_SGLD.R

And then just execute it like other bash scripts

./movingknots/inst/examples/RUN_rajan_s_moving_2_plus_a_moving2.R
./movingknots/inst/examples/RUN_rajan_s_moving_2_plus_a_moving2_SGLD.R

Help and bug reports

Please visit issues for bug reports. For further assistance, please contact the package author Feng Li feng.li@cufe.edu.cn.

feng-li/movingknots