Other packages > Find by keyword >

iterLap  

Approximate Probability Densities by Iterated Laplace Approximations
View on CRAN: Click here


Download and install iterLap package within the R console
Install from CRAN:
install.packages("iterLap")

Install from Github:
library("remotes")
install_github("cran/iterLap")

Install by package version:
library("remotes")
install_version("iterLap", "1.1-4")



Attach the package and use:
library("iterLap")
Maintained by
Bjoern Bornkamp
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2011-03-09
Latest Update: 2017-08-05
Description:
The iterLap (iterated Laplace approximation) algorithm approximates a general (possibly non-normalized) probability density on R^p, by repeated Laplace approximations to the difference between current approximation and true density (on log scale). The final approximation is a mixture of multivariate normal distributions and might be used for example as a proposal distribution for importance sampling (eg in Bayesian applications). The algorithm can be seen as a computational generalization of the Laplace approximation suitable for skew or multimodal densities.
How to cite:
Bjoern Bornkamp (2011). iterLap: Approximate Probability Densities by Iterated Laplace Approximations. R package version 1.1-4, https://cran.r-project.org/web/packages/iterLap
Previous versions and publish date:
1.0-1 (2011-03-09 15:25), 1.0-2 (2011-10-23 17:40), 1.1-1 (2011-11-13 18:29), 1.1-2 (2012-05-22 22:52), 1.1-3 (2017-08-05 21:28)
Other packages that cited iterLap R package
View iterLap citation profile
Other R packages that iterLap depends, imports, suggests or enhances
Functions, R codes and Examples using the iterLap R package
Some associated functions: GRApprox . ISandIMH . iterLap-internal . iterLap-package . iterLap . resample . 
Some associated R codes: iterLap.R .  Full iterLap package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

rdbnomics  
Download DBnomics Data
R access to hundreds of millions data series from DBnomics API (). ...
Download / Learn more Package Citations See dependency  
critpath  
Setting the Critical Path in Project Management
Solving the problem of project management using CPM (Critical Path Method), PERT (Program Evaluation ...
Download / Learn more Package Citations See dependency  
mistral  
Methods in Structural Reliability
Various reliability analysis methods for rare event inference (computing failure probability and qua ...
Download / Learn more Package Citations See dependency  
ftaproxim  
Fault Tree Analysis Based on Proxel Simulation
Calculation and plotting of instantaneous unavailabilities of basic events along with the top event ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
steepness  
Testing Steepness of Dominance Hierarchies
The steepness package computes steepness as a property of dominance hierarchies. Steepness is define ...
Download / Learn more Package Citations See dependency  

22,114

R Packages

188,080

Dependencies

55,244

Author Associations

22,115

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net. Contact Us / Suggestions / Concerns