Package: r-cran-bayesm (2.0-8-1)

GNU R package for Bayesian inference

The bayesm package covers many important models used in marketing and micro-econometrics applications. The package includes:

 * Bayes Regression (univariate or multivariate dep var)
 * Multinomial Logit (MNL) and Multinomial Probit (MNP)
 * Multivariate Probit,
 * Multivariate Mixtures of Normals
 * Hierarchical Linear Models with normal prior and covariates
 * Hierarchical Multinomial Logits with mixture of normals prior and
   covariates
 * Bayesian analysis of choice-based conjoint data
 * Bayesian treatment of linear instrumental variables models
 * Analyis of Multivariate Ordinal survey data with scale usage heterogeneity
   (as in Rossi et al, JASA (01)).

For further reference, consult the authors' book, _Bayesian Statistics and Marketing_ by Allenby, McCulloch and Rossi.

Home Page: http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

Tags: Field: Mathematics, Statistics, Implemented in: GNU R, Application Suite: GNU