aghq (Q52508)
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Adaptive Gauss Hermite Quadrature for Bayesian Inference
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | aghq |
Adaptive Gauss Hermite Quadrature for Bayesian Inference |
Statements
2 June 2023
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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>.
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