Description Details Author(s) References
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].
Package: | EPGLM |
Type: | Package |
Version: | 1.0 |
Date: | 2016-08-23 |
License: | GPL (>= 2) |
Author: James Ridgway
Maintainer: James Ridgway <james.ridgway@ensae.fr>
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>
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