get_posterior_modes: Get posterior modes using laplace approximation

In nickseedorff/pmmhLong: Pseudo-marginal Metroplis Hastings for Efficient Multivariate Longitudinal Poisson Regression

Description

Get posterior modes using laplace approximation

Usage

get_posterior_modes(y_mat, inv_cov_mat, mean_mat)

Arguments

y_mat	matrix of count values where columns are the multivariate observations
mean_mat	matrix of linear predictors without the latent GP values
cov_mat	prior precision matrix for the latent GP

Value

vector

Examples

y <- matrix(1:4, ncol = 2)
inv_cov <- qr.solve(matrix(c(1, 0.5, 0.5, 1), ncol = 2))
mean_mat <- y - 0.5
get_posterior_modes(y, inv_cov, mean_mat)

nickseedorff/pmmhLong documentation built on Dec. 31, 2020, 12:05 a.m.