EPGLM: Gaussian Approximation of Bayesian Binary Regression Models

The main functions compute the expectation propagation approximation of a Bayesian probit/logit models with Gaussian prior. More information can be found in Chopin and Ridgway (2015). More models and priors should follow.

Version: 1.0
Depends: Rcpp, MASS
LinkingTo: Rcpp, RcppArmadillo, BH
Published: 2015-07-31
Author: James Ridgway
Maintainer: James Ridgway <james.ridgway at ensae.fr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: EPGLM results

Downloads:

Reference manual: EPGLM.pdf
Package source: EPGLM_1.0.tar.gz
Windows binaries: r-devel: EPGLM_1.0.zip, r-release: EPGLM_1.0.zip, r-oldrel: EPGLM_1.0.zip
OS X Snow Leopard binaries: r-release: EPGLM_1.0.tgz, r-oldrel: not available
OS X Mavericks binaries: r-release: not available