CausalMixGPD
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Start Here

Website workflow note. This page reflects the current exported API and recommended wrapper-first usage. Last updated: 2026-02-19.

For the full package narrative, see the main package vignettes (basic, unconditional, conditional, and causal).

Workflow roadmap

Quick start

This vignette gives a minimal, fully working workflow for an unconditional model and a conditional model. Everything uses short MCMC runs so the vignette renders quickly.


Unconditional Model (CRP, bulk-only)

Code
data("nc_pos200_k3")
y <- nc_pos200_k3$y
Code
bundle_uncond <- bundle(
  y = y,
  backend = "crp",
  kernel = "gamma",
  GPD = FALSE,
  components = 5,
  mcmc = mcmc
)
Code
fit_uncond <- load_or_fit("quickstart-start-here-fit_uncond", quiet_mcmc(dpmix(bundle_uncond, mcmc = list(show_progress = FALSE))))
summary(fit_uncond)
Code
pred_q <- predict(fit_uncond, type = "quantile", p = c(0.5, 0.9), interval = "credible")
head(pred_q$fit)
plot(pred_q)

Conditional Model (SB, bulk-only)

Code
data("nc_posX100_p3_k2")
yc <- nc_posX100_p3_k2$y
X <- as.matrix(nc_posX100_p3_k2$X)
Code
bundle_cond <- bundle(
  y = yc,
  X = X,
  backend = "sb",
  kernel = "lognormal",
  GPD = FALSE,
  components = 5,
  mcmc = mcmc
)
Code
fit_cond <- load_or_fit("quickstart-start-here-fit_cond", quiet_mcmc(dpmix(bundle_cond, mcmc = list(show_progress = FALSE))))
summary(fit_cond)
Code
x_new <- X[1:20, , drop = FALSE]
pred_mean <- predict(fit_cond, newdata =x_new, type = "mean", interval = "credible", nsim_mean = 200)
head(pred_mean$fit)
plot(pred_mean)

Useful S3 Methods

Code
params(fit_uncond)
plot(fit_uncond, family = c("traceplot", "running"))

Next Steps

  • start/roadmap: workflow map and routing
  • examples/ex01: full three-phase workflow (spec -> bundle -> MCMC)
  • examples/ex01-ex08: unconditional/conditional models with and without GPD
  • examples/ex09-ex14: causal workflows

Workflow Navigation

  • Previous: none (start of workflow series)
  • Next: basic-model-compile-run
  • Workflow index: Roadmap
  • Practical entry: Examples

Prereqs

  • Required packages and data for this page are listed in the setup chunks above.

Outputs

  • This page renders model fits, diagnostics, and summary artifacts generated by package APIs.

Interpretation

  • Canonical concept page: Start Here
  • Treat this page as an application/example view and use the canonical page for core definitions.

Next

  • Continue to the linked canonical concept page, then return for implementation-specific details.
(c) CausalMixGPD - Bayesian semiparametric modeling for heavy-tailed data
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