aghq

Adaptive Gauss Hermite Quadrature for Bayesian Inference

Last update: 2 June 2023

Copyright license: GNU General Public License

Software version identifier: 0.4.0, 0.1.0, 0.2.0, 0.2.1, 0.3.0, 0.3.1, 0.4.1

Source code repository: https://github.com/cran/aghq

Description

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" <arXiv:2101.04468>.

Cites work

Implementing Approximate Bayesian Inference using Adaptive Quadrature: the aghq Package