aghq: Adaptive Gauss Hermite Quadrature for Bayesian Inference

Adaptive Gauss Hermite Quadrature for Bayesian inference. The AGHQ method for normalizing posterior distributions and making Bayesian inferences based on them. Functions are provided for doing quadrature and marginal Laplace approximations, and summary methods are provided for making inferences based on the results. See Stringer (2021). "Implementing Adaptive Quadrature for Bayesian Inference: the aghq Package" <arXiv:2101.04468>.

Getting started

Package details

AuthorAlex Stringer
MaintainerAlex Stringer <alex.stringer@uwaterloo.ca>
LicenseGPL (>= 3)
Version0.4.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("aghq")

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aghq documentation built on June 7, 2023, 5:10 p.m.