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" .


Reference manual

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0.2.1 by Alex Stringer, a month ago

Browse source code at

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