Rob McCulloch Home Page
Professor of Statistics
IROM Department, McCombs School of Business
University of Texas at Austin
contact info:
email: robert.mcculloch1@gmail.com
web: www.rob-mcculloch.org
phone: 512 471-9672
office: CBA 3.442
address:
Rob McCulloch
IROM Department, CBA 5.202
1 University Station, B6500
The University of Texas at Austin
Austin, TX 78712-0212
CV
Teaching Fall 2009:
office hours: thursdays 2-4pm.
Business Statistics mba-syllabus, houston-exec syllabus
Bayesian Econometrics
Teaching Applets
B A 286T
STATISTICS-I , TTH, 900 to
1100a, GSB
3.104
B A 286T
STATISTICS-III, 02210 , TTH, 1200 to
200p, GSB
3.130
STA 380
BAYESIAN ECONOMETRICS, 04330 , T, 200 to
500p, CBA
4.338
BayesTree:
Below is the tarball for the latest version of the R-package "BayesTree" (0.3-0).
which implements BART: Bayesian Additive Regression Trees by Chipman, George, and McCulloch
(see CV link above for papers).
The tarball was built using R-2.4.0.
(Version 0.2-0 is on CRAN)
WBayesTree_0.3-0.tar.gz
As usual, to install (under Linux): $ R CMD INSTALL WBayesTree_0.3-0.tar.gz
Here is a R-script which runs some simulated examples with binary y:
test_bin.R
Feedback very welcome of course.
The 0.4-0 version is "very beta" , it has the Dirichelt Process prior on the errors.
WBayesTree_0.4-0.tar.gz
Old CART code and some variable selection code is here.