Statistical Software Packages developed by Duke Faculty & Students

  • ARCOMP -- implementation of models and methods of autoregressive component modelling in time series, incorporating approaches to dealing with model order uncertainty and unit roots in time series (G. Huerta & M. West)
  • BAS -- R package for Bayesian Variable Selection and Model Averaging (M. Clyde, J. Ghosh, & M. Littman)
  • BATS -- an implementation of dynamic linear models, useful for teaching and application development (Windows-based) for dynamic linear models, including a range of models and intervention facilities, forecasting, retrospection, etc. (A. Pole, M. West & J. Harrison)
  • BRCAPRO -- implementing a model and analysis for genetic counseling of women at high risk of hereditary breast and ovarian cancer (G. Parmigiani, D.A. Berry & O. Aguilar)
  • GGM -- implementation of methods of stochastic computation (Metropolis Hastings MCMC and shotgun stochastic search) for model exploration and selection in Gaussian Graphical Models (B. Jones, A. Dobra, C. Hans, C. Carvalho & M. West). Material includes source code and a detailed manuscript describing and reviewing graphical models, details of computation, and a series of examples.
  • GraphExplore -- an easy-to-use graphical environment for dynamically exploring large graphical structures (Q. Wang & A. Dobra)
  • HdBCS -- MPI/C++ software for Bayesian covariance selection in high dimensions (A. Dobra)
  • MetageneCreator -- a Matlab program for reducing the dimensionality in gene expression data using Bayesian graphical models (A. Dobra & M. West)
  • TVAR -- implementations of methods of nonstationary time series analysis and decomposition using time-varying parameter autoregressions (R. Prado & M. West)
  • BFRM -- software for Bayesian Factor Regression Models: A framework for Bayesian modelling and analysis of sparse and "large p" latent factor and factor-regression models, with examples (Q. Wang, C. Carvalho, J.E. Lucas & M. West)
  • SSS -- software for Shotgun Stochastic Search for regression variable search and uncertainty analysis. Linear, binary and survival regression models are efficiently implemented for "large p" problems, in both serial and parallel versions, with examples (C. Hans, Q. Wang, A. Dobra & M. West)
  • SimTree -- software for Bayesian prediction tree modelling, using MCMC methods for exploring spaces of Bayesian classification and regression tree models ( Y. Wu, H. Tjelmeland & M. West)
  • Tree search -- software for Bayesian binary classification tree model search.
  • PROPA -- software for Bayesian analysis in biological pathway annotation models for matching gene expression (and other genomic) signature gene sets to biological database lists of pathways. (Haige Shen & Quanli Wang)
  • HIWSim -- software for simulation of hyper-inverse Wishart distributions arising in sparse graphical modelling for multivariate analysis, time series analysis and other applications (C. Carvalho, H. Massam & M. West)
  • spatialLrf -- Fitting a Bayesian spatial moving-average model in S-PLUS. (D. B. Woodard, R. L. Wolpert, and M. O'Connell).
  • West -- A collection of software suites for Bayesian analysis in several areas from colleagues and collaborators in Mike West's research groups