Bayesian Nonparametric Conditional Density Modeling in Causal Inference and Clustering with a Heavy-Tail Extension

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Documentation for package ‘CausalMixGPD’ version 0.7.0

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A B C D E F G I K L M N P Q R S

-- A --

amoroso Amoroso distribution
amoroso_gpd Amoroso with a GPD tail
amoroso_lowercase Lowercase vectorized Amoroso distribution functions
amoroso_mix Amoroso mixture distribution
amoroso_mixgpd Amoroso mixture with a GPD tail
ate Average treatment effects, marginal over the empirical covariate distribution
ate_rmean Restricted-mean ATE helper
att Average treatment effects standardized to treated covariates

-- B --

base_lowercase Lowercase vectorized distribution functions (base kernels)
build_causal_bundle Build a causal bundle (design + two outcome arms)
build_code_from_spec Build NIMBLE model code from a compiled model spec
build_constants_from_spec Build constants list from a compiled model spec
build_dimensions_from_spec Build dimension declarations from a compiled model spec
build_inits_from_spec Build initial values from a compiled model spec
build_monitors_from_spec Build default monitors from a compiled model spec
build_nimble_bundle Build the explicit one-arm NIMBLE bundle
bundle Build the workflow bundle used by the package fitters

-- C --

cate Conditional average treatment effects
cauchy Cauchy distribution
cauchy_mix Cauchy mixture distribution
cauchy_mix_lowercase Lowercase vectorized Cauchy mixture distribution functions
causal_alt_pos500_p3_k3 causal_alt_pos500_p3_k3 dataset
causal_alt_pos500_p5_k4_tail causal_alt_pos500_p5_k4_tail dataset
causal_alt_real500_p4_k2 causal_alt_real500_p4_k2 dataset
causal_pos500_p3_k2 causal_pos500_p3_k2 dataset
check_glue_validity Validate bulk+tail glue for MixGPD predictive distribution
cqte Conditional quantile treatment effects

-- D --

dAmoroso Amoroso distribution
damoroso Lowercase vectorized distribution functions (base kernels)
dAmorosoGpd Amoroso with a GPD tail
damorosogpd Lowercase vectorized Amoroso distribution functions
dAmorosoMix Amoroso mixture distribution
damorosomix Lowercase vectorized Amoroso distribution functions
dAmorosoMixGpd Amoroso mixture with a GPD tail
damorosomixgpd Lowercase vectorized Amoroso distribution functions
dCauchy Cauchy distribution
dCauchyMix Cauchy mixture distribution
dcauchymix Lowercase vectorized Cauchy mixture distribution functions
dcauchy_vec Lowercase vectorized distribution functions (base kernels)
dGammaGpd Gamma with a GPD tail
dgammagpd Lowercase vectorized gamma distribution functions
dGammaMix Gamma mixture distribution
dgammamix Lowercase vectorized gamma distribution functions
dGammaMixGpd Gamma mixture with a GPD tail
dgammamixgpd Lowercase vectorized gamma distribution functions
dGpd Generalized Pareto distribution
dgpd Lowercase vectorized distribution functions (base kernels)
dInvGauss Inverse Gaussian (Wald) distribution
dinvgauss Lowercase vectorized distribution functions (base kernels)
dInvGaussGpd Inverse Gaussian with a GPD tail
dinvgaussgpd Lowercase vectorized inverse Gaussian distribution functions
dInvGaussMix Inverse Gaussian mixture distribution
dinvgaussmix Lowercase vectorized inverse Gaussian distribution functions
dInvGaussMixGpd Inverse Gaussian mixture with a GPD tail
dinvgaussmixgpd Lowercase vectorized inverse Gaussian distribution functions
dLaplaceGpd Laplace with a GPD tail
dlaplacegpd Lowercase vectorized Laplace distribution functions
dLaplaceMix Laplace (double exponential) mixture distribution
dlaplacemix Lowercase vectorized Laplace distribution functions
dLaplaceMixGpd Laplace mixture with a GPD tail
dlaplacemixgpd Lowercase vectorized Laplace distribution functions
dLognormalGpd Lognormal with a GPD tail
dlognormalgpd Lowercase vectorized lognormal distribution functions
dLognormalMix Lognormal mixture distribution
dlognormalmix Lowercase vectorized lognormal distribution functions
dLognormalMixGpd Lognormal mixture with a GPD tail
dlognormalmixgpd Lowercase vectorized lognormal distribution functions
dNormGpd Normal with a GPD tail
dnormgpd Lowercase vectorized normal distribution functions
dNormMix Normal mixture distribution
dnormmix Lowercase vectorized normal distribution functions
dNormMixGpd Normal mixture with a GPD tail
dnormmixgpd Lowercase vectorized normal distribution functions
dpmgpd Fit a one-arm Dirichlet process mixture with a spliced GPD tail
dpmgpd.causal Fit a causal two-arm Dirichlet process mixture with a spliced GPD tail
dpmgpd.cluster Fit a clustering-only bulk-tail model
dpmix Fit a one-arm Dirichlet process mixture without a GPD tail
dpmix.causal Fit a causal two-arm Dirichlet process mixture without a GPD tail
dpmix.cluster Fit a clustering-only bulk model

-- E --

ess_summary Effective sample size summaries for fitted models

-- F --

fitted.mixgpd_fit Fitted values on the training design

-- G --

gamma_gpd Gamma with a GPD tail
gamma_lowercase Lowercase vectorized gamma distribution functions
gamma_mix Gamma mixture distribution
gamma_mixgpd Gamma mixture with a GPD tail
get_kernel_registry Get kernel registry
get_tail_registry Get tail registry
gpd Generalized Pareto distribution

-- I --

init_kernel_registry Initialize kernel registries
InvGauss Inverse Gaussian (Wald) distribution
InvGauss_gpd Inverse Gaussian with a GPD tail
invgauss_lowercase Lowercase vectorized inverse Gaussian distribution functions
InvGauss_mix Inverse Gaussian mixture distribution
InvGauss_mixgpd Inverse Gaussian mixture with a GPD tail

-- K --

kernel_support_table Kernel support matrix

-- L --

laplace_gpd Laplace with a GPD tail
laplace_lowercase Lowercase vectorized Laplace distribution functions
laplace_mix Laplace (double exponential) mixture distribution
laplace_MixGpd Laplace mixture with a GPD tail
lognormal_gpd Lognormal with a GPD tail
lognormal_lowercase Lowercase vectorized lognormal distribution functions
lognormal_mix Lognormal mixture distribution
lognormal_mixgpd Lognormal mixture with a GPD tail

-- M --

mcmc Run posterior sampling from a prepared bundle

-- N --

nc_pos200_k3 nc_pos200_k3 dataset
nc_posX100_p3_k2 nc_posX100_p3_k2 dataset
nc_posX100_p4_k3 nc_posX100_p4_k3 dataset
nc_posX100_p5_k4 nc_posX100_p5_k4 dataset
nc_pos_tail200_k4 nc_pos_tail200_k4 dataset
nc_real200_k2 nc_real200_k2 dataset
nc_realX100_p3_k2 nc_realX100_p3_k2 dataset
nc_realX100_p5_k3 nc_realX100_p5_k3 dataset
normal_gpd Normal with a GPD tail
normal_lowercase Lowercase vectorized normal distribution functions
normal_mix Normal mixture distribution
normal_mixgpd Normal mixture with a GPD tail

-- P --

pAmoroso Amoroso distribution
pamoroso Lowercase vectorized distribution functions (base kernels)
pAmorosoGpd Amoroso with a GPD tail
pamorosogpd Lowercase vectorized Amoroso distribution functions
pAmorosoMix Amoroso mixture distribution
pamorosomix Lowercase vectorized Amoroso distribution functions
pAmorosoMixGpd Amoroso mixture with a GPD tail
pamorosomixgpd Lowercase vectorized Amoroso distribution functions
params Extract posterior mean parameters in natural shape
pCauchy Cauchy distribution
pCauchyMix Cauchy mixture distribution
pcauchymix Lowercase vectorized Cauchy mixture distribution functions
pcauchy_vec Lowercase vectorized distribution functions (base kernels)
pGammaGpd Gamma with a GPD tail
pgammagpd Lowercase vectorized gamma distribution functions
pGammaMix Gamma mixture distribution
pgammamix Lowercase vectorized gamma distribution functions
pGammaMixGpd Gamma mixture with a GPD tail
pgammamixgpd Lowercase vectorized gamma distribution functions
pGpd Generalized Pareto distribution
pgpd Lowercase vectorized distribution functions (base kernels)
pInvGauss Inverse Gaussian (Wald) distribution
pinvgauss Lowercase vectorized distribution functions (base kernels)
pInvGaussGpd Inverse Gaussian with a GPD tail
pinvgaussgpd Lowercase vectorized inverse Gaussian distribution functions
pInvGaussMix Inverse Gaussian mixture distribution
pinvgaussmix Lowercase vectorized inverse Gaussian distribution functions
pInvGaussMixGpd Inverse Gaussian mixture with a GPD tail
pinvgaussmixgpd Lowercase vectorized inverse Gaussian distribution functions
pLaplaceGpd Laplace with a GPD tail
plaplacegpd Lowercase vectorized Laplace distribution functions
pLaplaceMix Laplace (double exponential) mixture distribution
plaplacemix Lowercase vectorized Laplace distribution functions
pLaplaceMixGpd Laplace mixture with a GPD tail
plaplacemixgpd Lowercase vectorized Laplace distribution functions
pLognormalGpd Lognormal with a GPD tail
plognormalgpd Lowercase vectorized lognormal distribution functions
pLognormalMix Lognormal mixture distribution
plognormalmix Lowercase vectorized lognormal distribution functions
pLognormalMixGpd Lognormal mixture with a GPD tail
plognormalmixgpd Lowercase vectorized lognormal distribution functions
plot.causalmixgpd_ate Plot ATE-style effect summaries
plot.causalmixgpd_causal_fit Plot the treated and control outcome fits from a causal model
plot.causalmixgpd_causal_predict Plot causal prediction outputs
plot.causalmixgpd_qte Plot QTE-style effect summaries
plot.dpmixgpd_cluster_bundle Plot a cluster bundle
plot.dpmixgpd_cluster_fit Plot a cluster fit
plot.dpmixgpd_cluster_labels Plot cluster labels
plot.dpmixgpd_cluster_psm Plot a cluster posterior similarity matrix
plot.mixgpd_fit Plot MCMC diagnostics for a MixGPD fit (ggmcmc backend)
plot.mixgpd_fitted Plot fitted values diagnostics
plot.mixgpd_predict Plot prediction results
pNormGpd Normal with a GPD tail
pnormgpd Lowercase vectorized normal distribution functions
pNormMix Normal mixture distribution
pnormmix Lowercase vectorized normal distribution functions
pNormMixGpd Normal mixture with a GPD tail
pnormmixgpd Lowercase vectorized normal distribution functions
predict.causalmixgpd_causal_fit Predict arm-specific and contrast-scale quantities from a causal fit
predict.dpmixgpd_cluster_fit Predict labels or similarity matrices from a cluster fit
predict.mixgpd_fit Posterior predictive summaries from a fitted one-arm model
print.causalmixgpd_ate Print an ATE-style effect object
print.causalmixgpd_bundle Print a one-arm workflow bundle
print.causalmixgpd_causal_bundle Print a causal workflow bundle
print.causalmixgpd_causal_fit Print a fitted causal model
print.causalmixgpd_causal_fit_plots Print method for paired causal-fit diagnostic plots
print.causalmixgpd_causal_predict_plots Print method for causal prediction plots
print.causalmixgpd_ps_bundle Print a propensity score bundle
print.causalmixgpd_ps_fit Print a propensity score fit
print.causalmixgpd_qte Print a QTE-style effect object
print.dpmixgpd_cluster_bundle Print a cluster bundle
print.dpmixgpd_cluster_fit Print a cluster fit
print.dpmixgpd_cluster_labels Print cluster labels
print.dpmixgpd_cluster_psm Print a cluster posterior similarity matrix
print.mixgpd_fit Print a one-arm fitted model
print.mixgpd_fitted_plots Print method for fitted value plots
print.mixgpd_fit_plots Print method for mixgpd_fit diagnostic plots
print.mixgpd_predict_plots Print method for prediction plots
print.mixgpd_summary Print a MixGPD summary object
print.summary.causalmixgpd_ate Print an ATE summary
print.summary.causalmixgpd_causal_fit Print a causal-model summary object
print.summary.causalmixgpd_ps_fit Print a propensity-score summary object
print.summary.causalmixgpd_qte Print a QTE summary

-- Q --

qAmoroso Amoroso distribution
qamoroso Lowercase vectorized distribution functions (base kernels)
qAmorosoGpd Amoroso with a GPD tail
qamorosogpd Lowercase vectorized Amoroso distribution functions
qAmorosoMix Amoroso mixture distribution
qamorosomix Lowercase vectorized Amoroso distribution functions
qAmorosoMixGpd Amoroso mixture with a GPD tail
qamorosomixgpd Lowercase vectorized Amoroso distribution functions
qCauchy Cauchy distribution
qCauchyMix Cauchy mixture distribution
qcauchymix Lowercase vectorized Cauchy mixture distribution functions
qcauchy_vec Lowercase vectorized distribution functions (base kernels)
qGammaGpd Gamma with a GPD tail
qgammagpd Lowercase vectorized gamma distribution functions
qGammaMix Gamma mixture distribution
qgammamix Lowercase vectorized gamma distribution functions
qGammaMixGpd Gamma mixture with a GPD tail
qgammamixgpd Lowercase vectorized gamma distribution functions
qGpd Generalized Pareto distribution
qgpd Lowercase vectorized distribution functions (base kernels)
qInvGauss Inverse Gaussian (Wald) distribution
qinvgauss Lowercase vectorized distribution functions (base kernels)
qInvGaussGpd Inverse Gaussian with a GPD tail
qinvgaussgpd Lowercase vectorized inverse Gaussian distribution functions
qInvGaussMix Inverse Gaussian mixture distribution
qinvgaussmix Lowercase vectorized inverse Gaussian distribution functions
qInvGaussMixGpd Inverse Gaussian mixture with a GPD tail
qinvgaussmixgpd Lowercase vectorized inverse Gaussian distribution functions
qLaplaceGpd Laplace with a GPD tail
qlaplacegpd Lowercase vectorized Laplace distribution functions
qLaplaceMix Laplace (double exponential) mixture distribution
qlaplacemix Lowercase vectorized Laplace distribution functions
qLaplaceMixGpd Laplace mixture with a GPD tail
qlaplacemixgpd Lowercase vectorized Laplace distribution functions
qLognormalGpd Lognormal with a GPD tail
qlognormalgpd Lowercase vectorized lognormal distribution functions
qLognormalMix Lognormal mixture distribution
qlognormalmix Lowercase vectorized lognormal distribution functions
qLognormalMixGpd Lognormal mixture with a GPD tail
qlognormalmixgpd Lowercase vectorized lognormal distribution functions
qNormGpd Normal with a GPD tail
qnormgpd Lowercase vectorized normal distribution functions
qNormMix Normal mixture distribution
qnormmix Lowercase vectorized normal distribution functions
qNormMixGpd Normal mixture with a GPD tail
qnormmixgpd Lowercase vectorized normal distribution functions
qte Quantile treatment effects, marginal over the empirical covariate distribution
qtt Quantile treatment effects standardized to treated covariates

-- R --

rAmoroso Amoroso distribution
ramoroso Lowercase vectorized distribution functions (base kernels)
rAmorosoGpd Amoroso with a GPD tail
ramorosogpd Lowercase vectorized Amoroso distribution functions
rAmorosoMix Amoroso mixture distribution
ramorosomix Lowercase vectorized Amoroso distribution functions
rAmorosoMixGpd Amoroso mixture with a GPD tail
ramorosomixgpd Lowercase vectorized Amoroso distribution functions
rCauchy Cauchy distribution
rCauchyMix Cauchy mixture distribution
rcauchymix Lowercase vectorized Cauchy mixture distribution functions
rcauchy_vec Lowercase vectorized distribution functions (base kernels)
residuals.mixgpd_fit Residual diagnostics on the training design
rGammaGpd Gamma with a GPD tail
rgammagpd Lowercase vectorized gamma distribution functions
rGammaMix Gamma mixture distribution
rgammamix Lowercase vectorized gamma distribution functions
rGammaMixGpd Gamma mixture with a GPD tail
rgammamixgpd Lowercase vectorized gamma distribution functions
rGpd Generalized Pareto distribution
rgpd Lowercase vectorized distribution functions (base kernels)
rInvGauss Inverse Gaussian (Wald) distribution
rinvgauss Lowercase vectorized distribution functions (base kernels)
rInvGaussGpd Inverse Gaussian with a GPD tail
rinvgaussgpd Lowercase vectorized inverse Gaussian distribution functions
rInvGaussMix Inverse Gaussian mixture distribution
rinvgaussmix Lowercase vectorized inverse Gaussian distribution functions
rInvGaussMixGpd Inverse Gaussian mixture with a GPD tail
rinvgaussmixgpd Lowercase vectorized inverse Gaussian distribution functions
rLaplaceGpd Laplace with a GPD tail
rlaplacegpd Lowercase vectorized Laplace distribution functions
rLaplaceMix Laplace (double exponential) mixture distribution
rlaplacemix Lowercase vectorized Laplace distribution functions
rLaplaceMixGpd Laplace mixture with a GPD tail
rlaplacemixgpd Lowercase vectorized Laplace distribution functions
rLognormalGpd Lognormal with a GPD tail
rlognormalgpd Lowercase vectorized lognormal distribution functions
rLognormalMix Lognormal mixture distribution
rlognormalmix Lowercase vectorized lognormal distribution functions
rLognormalMixGpd Lognormal mixture with a GPD tail
rlognormalmixgpd Lowercase vectorized lognormal distribution functions
rNormGpd Normal with a GPD tail
rnormgpd Lowercase vectorized normal distribution functions
rNormMix Normal mixture distribution
rnormmix Lowercase vectorized normal distribution functions
rNormMixGpd Normal mixture with a GPD tail
rnormmixgpd Lowercase vectorized normal distribution functions
run_mcmc_bundle_manual Run posterior sampling for a prepared one-arm bundle
run_mcmc_causal Run posterior sampling for a causal bundle

-- S --

sim_bulk_tail Simulate positive bulk-tail data
sim_causal_qte Simulate causal quantile-treatment-effect data
sim_survival_tail Simulate censored survival-style tail data
summary.causalmixgpd_ate Summarize an ATE-style effect object
summary.causalmixgpd_bundle Summarize a one-arm workflow bundle
summary.causalmixgpd_causal_bundle Summarize a causal workflow bundle
summary.causalmixgpd_causal_fit Summarize a fitted causal model
summary.causalmixgpd_ps_fit Summarize a propensity score fit
summary.causalmixgpd_qte Summarize a QTE-style effect object
summary.dpmixgpd_cluster_bundle Summarize a cluster bundle
summary.dpmixgpd_cluster_fit Summarize a cluster fit
summary.dpmixgpd_cluster_labels Summarize cluster labels
summary.dpmixgpd_cluster_psm Summarize a cluster posterior similarity matrix
summary.mixgpd_fit Summarize posterior draws from a one-arm fitted model