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.

Install the latest version of this package by entering the following in R:
install.packages("EPGLM")
AuthorJames Ridgway
Date of publication2016-08-23 16:31:11
MaintainerJames Ridgway <james.ridgway@ensae.fr>
LicenseGPL (>= 2)
Version1.1.2

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Files

src
src/header.h
src/Makevars
src/EP.h
src/EPclogit.h
src/function.cpp
NAMESPACE
R
R/EP.R
MD5
DESCRIPTION
man
man/EPprobit.Rd man/EPlogitCxx.Rd man/EPGLM-package.Rd man/EPprobitCxx.Rd man/EPlogit.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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