invent

An R package for Nonlinear Interactions Varying Coefficient Regression Model (INteractions Varying coefficiENTs)

The implementation has been done in C++ through the use of Rcpp and RcppArmadillo.

Authors: Davide Fabbrico and Matteo Pedone

Maintainer: Davide Fabbrico.

Installation

You can install the development version of invent from GitHub with:

# install.packages("devtools")
devtools::install_github("mattpedone/invent")

Usage

In this section, we will demonstrate a basic example to show how the functions in the R package invent work.

The R package contains various functions that are designed to perform specific tasks. To showcase the functionality, we will go through a simple example that illustrates the use of one of these functions. This is what invent::gendata() and invent::invMCMC() do.

# Load the R package
library(invent)

# Generate synthetic data
data_list <- gendata(n_obs = 50, p = 10, scenario = 1, nnnc = 3)

# Run the regression model
out <- invMCMC(data_list$Y, data_list$X, iter = 100, burnin = 50, thin = 1)