Description
Bayesian Constrained Generalised Linear Models.
Description
Fits generalised partial linear regression models using a Bayesian approach, where shape and smoothness constraints are imposed on nonparametrically modelled predictors through shape-restricted splines, and no constraints are imposed on optional parametrically modelled covariates. See Meyer et al. (2011) <doi/10.1080/10485252.2011.597852> for more details. IMPORTANT: before installing 'bcgam', you need to install 'Rtools' (Windows) or 'Xcode' (Mac OS X). These are required for the correct installation of 'nimble' (<https://r-nimble.org/download>).