VBel-package: Variational Bayes for Fast and Accurate Empirical Likelihood...

In VBel: Variational Bayes for Fast and Accurate Empirical Likelihood Inference

Variational Bayes for Fast and Accurate Empirical Likelihood Inference

Description

Computes the Gaussian variational approximation of the Bayesian empirical likelihood posterior. This is an implementation of the function found in Yu, W., & Bondell, H. D. (2023) <doi:10.1080/01621459.2023.2169701>.

Details

The DESCRIPTION file: This package was not yet installed at build time.
Index: This package was not yet installed at build time.

Author(s)

Wei-Chang Yu [aut] (<https://orcid.org/0000-0002-0399-3779>), Jeremy Lim [cre, aut]

Maintainer: Jeremy Lim <[e-mail]>

References

https://www.tandfonline.com/doi/abs/10.1080/01621459.2023.2169701

See Also

compute_AEL() for choice of R and/or C++ computation of AEL

compute_GVA() for choice of R and/or C++ computation of GVA

diagnostic_plot() for verifying convergence of computed GVA data

Examples

#ansGVARcppPure <- compute_GVA(mu, C_0, h, delthh, delth_logpi, z, lam0, rho, 
#elip, a, iters, iters2, fullCpp = TRUE)
#diagnostic_plot(ansGVARcppPure)

VBel documentation built on June 22, 2024, 10:55 a.m.