Monomvn swMATH ID: 8173 Software Authors: Robert B. Gramacy Description: monomvn: Estimation for multivariate normal and Student-t data with monotone missingness. Estimation of multivariate normal and student-t data of arbitrary dimension where the pattern of missing data is monotone. Through the use of parsimonious/shrinkage regressions (plsr, pcr, lasso, ridge, etc.), where standard regressions fail, the package can handle a nearly arbitrary amount of missing data. The current version supports maximum likelihood inference and a full Bayesian approach employing scale-mixtures for Gibbs sampling. Monotone data augmentation extends this Bayesian approach to arbitrary missingness patterns. A fully functional standalone interface to the Bayesian lasso (from Park & Casella), Normal-Gamma (from Griffin & Brown), Horseshoe (from Carvalho, Polson, & Scott), and ridge regression with model selection via Reversible Jump, and student-t errors (from Geweke) is also provided Homepage: http://cran.r-project.org/web/packages/monomvn/index.html Source Code: https://github.com/cran/Monomvn Dependencies: R Related Software: R; glmnet; glasso; ElemStatLearn; MASS (R); CRAN; BayesDA; lars; spikeSlabGAM; BayesReg; BayesianGLasso; BigQuic; glassoFast; cglasso; igraph; sparsebn; BGGM; bnstruct; bnlearn; BDgraph Cited in: 15 Publications all top 5 Cited by 32 Authors 2 Gramacy, Robert B. 2 Lopes, Hedibert Freitas 2 Polson, Nicholas G. 1 Arbeiter, Maximilian 1 Bhadra, Anindya 1 Clyde, Merlise A. 1 Datta, Jyotishka 1 Dong, Qing 1 Franck, Christopher T. 1 Ghosh, Joyee 1 Guha, Sharmistha 1 Hahn, P. Richard 1 He, Jingyu 1 Karabatsos, George 1 Linder, Daniel F. 1 Lykou, Anastasia 1 Newton, Michael A. 1 Ng, Tun Lee 1 Ntzoufras, Ioannis 1 Panchal, Viral 1 Pantaleo, Ester 1 Pilz, Jürgen 1 Posch, Konstantin 1 Rodríguez, Abel 1 Ryu, Duchwan 1 Samawi, Hani M. 1 Taddy, Matthew A. 1 Walker, Stephen Grahm 1 Wang, Pu 1 Wang, Puyu 1 Willard, Brandon T. 1 Zhang, Hai all top 5 Cited in 11 Serials 3 Journal of the American Statistical Association 2 Journal of Statistical Computation and Simulation 2 Electronic Journal of Statistics 1 The American Statistician 1 Statistical Science 1 Econometric Reviews 1 Computational Statistics and Data Analysis 1 International Journal of Wavelets, Multiresolution and Information Processing 1 Journal of Computational and Graphical Statistics 1 Statistics and Computing 1 Bayesian Analysis Cited in 4 Fields 15 Statistics (62-XX) 2 Numerical analysis (65-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) Citations by Year