iLaplace: Improved Laplace Approximation for Integrals of Unimodal Functions

Improved Laplace approximation for integrals of unimodal functions. The method requires user-supplied R functions for: the integrand, its gradient and its Hessian matrix. The computations are run in parallel.

Package details

AuthorErlis Ruli [aut, cre], Nicola Sartori [aut], Laura Ventura [aut]
MaintainerErlis Ruli <erlisr@yahoo.it>
LicenseGPL-2
Version1.1.0
URL https://github.com/erlisR/iLaplace
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("iLaplace")

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iLaplace documentation built on May 29, 2017, 1:43 p.m.