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

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

## Documentation for package ‘CausalMixGPD’ version 0.7.0

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

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