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

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.3.1 by Alex Stringer, 2 months ago

Browse source code at

Authors: Alex Stringer

Documentation:   PDF Manual  

GPL (>= 3) license

Imports methods, mvQuad, Matrix, rlang, polynom, splines, numDeriv

Suggests trustOptim, trust, testthat, parallel

See at CRAN