README.md

In rgiordan/MicrocreditLRVB: Micro credit LRVB stuff

MicrocreditLRVB

Warning: this package is currently in a state of transition and may not be working correctly. I'm not keeping it up-to-date since I presume not a lot of people are looking at it. Please email the author if you're interested in running the examples.

This is an R package, but it has a number of C++ dependencies that must be installed and built before it can be installed, including one in the inst directory of this repo.

First, it requires an environment variable called GIT_REPO_LOC to be set to the location of git repositories. For example, in your .bashrc, put the line

export GIT_REPO_LOC="$HOME/git_repos/"

Install stan, stan math, and LinearResponseVariationalBayes.cpp to the git repo location.

• Stan repo
• Stan math repo
• LinearResponseVariationalBayes.cpp repo

You will also need the R packages Rcpp, RcppEigen and devtools. In R:

install.packages("devtools")
install.packages("Rcpp")
install.packages("RcppEigen")

Next you must install the C++ libraries in this repository. Check out this repository, change to the subdirectory MicrocreditLRVB/inst/microcredit_cpp/src and run cmake then make install:

cd $GIT_REPO_LOC/MicrocreditLRVB/inst/microcredit_cpp/src
cmake .
sudo make install

Then install the R package:

cd $GIT_REPO_LOC
R -e 'library(devtools); install_local("MicrocreditLRVB")'

To run the example, first run the stan code in inst/R/microcredit_stan_analysis.R. This is slow, and will save a re-usable datafile. Then run the LRVB part with the script inst/R/microcredit_data_analysis.R.

rgiordan/MicrocreditLRVB documentation built on Dec. 24, 2019, 2:59 p.m.