Mposterior: Mposterior: R package for Robust and Scalable Bayes via a Median of Subset Posterior Measures

Mposterior package provides a general framework for estimating a median of subset posterior measures (M-posterior). Each subset posterior measure is represented as a matrix of posterior samples; rows represent the atoms and columns index the dimensions. All subset measures are represented as list of matrices; length of the list equals the number of subsets (or machines). The distance between subset posterior measures and M-posterior is measured using the RBF kernel. M-posterior is represented as a weighted combination of empirical measures based on subsets measures. These weights are estimated using Weiszfeld algorithm implemented in this package.

Install the latest version of this package by entering the following in R:
install.packages("Mposterior")
AuthorSanvesh Srivastava <sanvesh@gmail.com>
Date of publication2014-06-02 01:27:39
MaintainerSanvesh Srivastava <sanvesh@gmail.com>
LicenseGPL (>= 3)
Version0.1.2
http://www.stat.duke.edu/~ss602/Mposterior/Mposterior.html

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