EPGLM-package: The package computes a Gaussian approximation of a Bayesian...

Description Details Author(s) References

Description

The package computes a Gaussian approximation of a Bayesian probit/logit using expectation propagation (EP). For the moment the only available prior is a Gaussian. The algorithm is based on the observation of Chopin and Ridgway [2015].

Details

Package: EPGLM
Type: Package
Version: 1.0
Date: 2016-08-23
License: GPL (>= 2)

Author(s)

Author: James Ridgway
Maintainer: James Ridgway <james.ridgway@ensae.fr>

References

N. Chopin and J. Ridgway. Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation. arxiv preprint <https://arxiv.org/abs/1506.08640>


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