EPGLM: Gaussian Approximation of Bayesian Binary Regression Models

The main functions compute the expectation propagation approximation of a Bayesian probit/logit models with Gaussian prior. More information can be found in Chopin and Ridgway (2015). More models and priors should follow.

Package details

AuthorJames Ridgway
MaintainerJames Ridgway <james.ridgway@ensae.fr>
LicenseGPL (>= 2)
Version1.1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("EPGLM")

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EPGLM documentation built on May 29, 2017, 3:54 p.m.