Density Estimation via Bayesian Inference Engines

Bayesian density estimates for univariate continuous random samples are provided using the Bayesian inference engine paradigm. The engine options are: Hamiltonian Monte Carlo, the no U-turn sampler, semiparametric mean field variational Bayes and slice sampling. The methodology is described in Wand and Yu (2020) .


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install.packages("densEstBayes")

1.0-1 by Matt P. Wand, a month ago


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


Authors: Matt P. Wand [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports MASS, nlme, Rcpp, methods, rstan

Linking to BH, Rcpp, RcppArmadillo, RcppEigen, RcppParallel, StanHeaders, rstan

System requirements: GNU make


See at CRAN