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.

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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Files in this package

Mposterior
Mposterior/inst
Mposterior/inst/CITATION
Mposterior/src
Mposterior/src/weiszfeldIterations.cpp
Mposterior/src/Makevars.win
Mposterior/src/RcppExports.cpp
Mposterior/NAMESPACE
Mposterior/NEWS
Mposterior/R
Mposterior/R/Mposterior-package.R Mposterior/R/find-weiszfeld-median.R Mposterior/R/zzz.R
Mposterior/MD5
Mposterior/README
Mposterior/DESCRIPTION
Mposterior/man
Mposterior/man/plot.Mposterior.Rd Mposterior/man/Mposterior-package.Rd Mposterior/man/summary.Mposterior.Rd Mposterior/man/findWeiszfeldMedian.Rd Mposterior/man/print.Mposterior.Rd

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