stan-dev/gmo: Gradient-based Marginal Optimization
A package for fast optimization of marginal posterior distributions. It provides uncertainty over any nuisance parameters, and generalizes parameter estimation using marginal densities. gmo acts as a middleground between full Bayesian inference over all parameters and point estimation over all parameters.
Getting started
Browse package contents
Package details |
|
|---|---|
| Maintainer | Dustin Tran <dustin@cs.columbia.edu> |
| License | GPL (>=3) |
| Version | 0.1 |
| URL | https://groups.google.com/forum/#!forum/stan-users http://mc-stan.org/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
