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aghq - MaRDI portal

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aghq (Q52508)

From MaRDI portal





Adaptive Gauss Hermite Quadrature for Bayesian Inference
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English
aghq
Adaptive Gauss Hermite Quadrature for Bayesian Inference

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    0.4.0
    7 March 2022
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    0.1.0
    18 January 2021
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    0.2.0
    10 May 2021
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    0.2.1
    13 May 2021
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    0.3.0
    5 November 2021
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    0.3.1
    7 November 2021
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    0.4.1
    2 June 2023
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    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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