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" .


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install.packages("aghq")

0.2.1 by Alex Stringer, 4 months ago


Browse source code at https://github.com/cran/aghq


Authors: Alex Stringer


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports methods, mvQuad, Matrix, rlang, polynom

Suggests trustOptim, trust, numDeriv, testthat, knitr, rmarkdown


See at CRAN