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" <doi:10.48550/arXiv.2101.04468>.

Version: 0.4.1
Depends: R (≥ 3.5.0)
Imports: methods, mvQuad, Matrix, rlang, polynom, splines, numDeriv
Suggests: trustOptim, trust, testthat (≥ 2.1.0), parallel
Published: 2023-06-02
DOI: 10.32614/CRAN.package.aghq
Author: Alex Stringer
Maintainer: Alex Stringer <alex.stringer at uwaterloo.ca>
License: GPL (≥ 3)
NeedsCompilation: no
Language: en-US
Materials: README NEWS
CRAN checks: aghq results

Documentation:

Reference manual: aghq.pdf

Downloads:

Package source: aghq_0.4.1.tar.gz
Windows binaries: r-devel: aghq_0.4.1.zip, r-release: aghq_0.4.1.zip, r-oldrel: aghq_0.4.1.zip
macOS binaries: r-release (arm64): aghq_0.4.1.tgz, r-oldrel (arm64): aghq_0.4.1.tgz, r-release (x86_64): aghq_0.4.1.tgz, r-oldrel (x86_64): aghq_0.4.1.tgz
Old sources: aghq archive

Reverse dependencies:

Reverse imports: BayesGP

Linking:

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