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.