Bayesian linear model in R
Bayesian linear model in R.
You can install blmr running the following commands.
devtools::install_github("RottenFruits/blmr")
Here are examples.
library(blmr)X <- runif(10, 0, 10)y <- sin(X)df <- data.frame(X, y)model <- blm(y ~ X + I(X^2) + I(X^3) + I(X^4), df, 10)df_test <- data.frame(X = runif(100, 0, 10))df_test <- df_test[order(df_test$X), , FALSE]yhat <- predict(model, df_test, type = "response")sq_hat <- predict(model, df_test, type = "sd")#plotplot(df$X, df$y)lines(df_test$X, yhat)lines(df_test$X, yhat + 2*sq_hat)lines(df_test$X, yhat - 2*sq_hat)