keanu

A package for building custom model interfaces in R.

For a complete introduction, read our blog post.

Installation

devtools::install_github('strongio/keanu')

Example

Build your likelihood function.

lognormal_loglik_fun <- function(Y, mu, sigma) dlnorm(x = Y, meanlog = mu, sdlog = sigma, log = TRUE)

Generate a new, custom model interface.

lognormal_model <- modeller_from_loglik(loglik_fun = lognormal_loglik_fun)

Estimate the parameters of your model with your new interface!

keanu_model <- lognormal_model(
  formulas =  list( mu(outcome) ~ .,
                    sigma(outcome, link='log') ~ . ),
  data = df[c('outcome', predictors)]
)

keanu assumes that all but the first argument in your log-likelihood function are model parameters. These parameters are modelled via the formulas passed to your model interface, for example, mapping mu(x) to the mu argument in your log-likelihood function.