EPprobitCxx: C++ internal function to compute the EP approximation (use...

Description Usage Arguments Value Note Author(s) References

Description

The function is the C++ internal function used by EPprobit

Usage

1

Arguments

...

See arguments of EPprobit

Value

m

Mean of the Gaussian approximation

V

Variance matrix of the Gaussian approximation

Z

Approximated log marginal likelihood

Note

More prior and model should be available shortly.

Author(s)

James Ridgway

References

N. Chopin and J. Ridgway. Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation. arxiv:1506.08640


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