Last data update: 2014.03.03
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iterLap
Package: iterLap
Type: Package
Title: Approximate probability densities by iterated Laplace
Approximations
Version: 1.1-2
Depends: quadprog, randtoolbox, parallel, R (>= 2.15)
Date: 2012-05-22
Author: Bjoern Bornkamp
Maintainer: Bjoern Bornkamp <bbnkmp@gmail.com>
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.
License: GPL
LazyLoad: yes
Packaged: 2012-05-22 20:05:33 UTC; bjoern
Repository: CRAN
Date/Publication: 2012-05-22 20:52:08
● Cran Task View: Bayesian
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0 images,
6 functions,
0 datasets
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Reverse Depends: 0
Install log
* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'iterLap' ...
** package 'iterLap' successfully unpacked and MD5 sums checked
** libs
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG -I/usr/local/include -fpic -g -O2 -c iterLap.c -o iterLap.o
gcc -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o iterLap.so iterLap.o -L/home/ddbj/local/lib64/R/lib -lR
installing to /home/ddbj/local/lib64/R/library/iterLap/libs
** R
** inst
** preparing package for lazy loading
** help
*** installing help indices
converting help for package 'iterLap'
finding HTML links ... done
GRApprox html
ISandIMH html
iterLap-internal html
iterLap-package html
iterLap html
resample html
** building package indices
** testing if installed package can be loaded
* DONE (iterLap)
Making 'packages.html' ... done
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