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 <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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EPGLM documentation built on May 29, 2017, 3:54 p.m.