Package: aghq 0.4.3
aghq: Adaptive Gauss Hermite Quadrature for Bayesian Inference
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>.
Authors:
aghq_0.4.3.tar.gz
aghq_0.4.3.zip(r-4.7)aghq_0.4.3.zip(r-4.6)aghq_0.4.3.zip(r-4.5)
aghq_0.4.3.tgz(r-4.6-any)aghq_0.4.3.tgz(r-4.5-any)
aghq_0.4.3.tar.gz(r-4.7-any)aghq_0.4.3.tar.gz(r-4.6-any)
aghq_0.4.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
aghq/json (API)
| # Install 'aghq' in R: |
| install.packages('aghq', repos = c('https://awstringer1.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/awstringer1/aghq/issues
Datasets:
- gcdata - Globular Clusters data for Milky Way mass estimation
- gcdatalist - Transformed Globular Clusters data
Last updated from:5c320d26b2. Checks:7 NOTE, 2 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | NOTE | 187 | ||
| source / vignettes | OK | 203 | ||
| linux-release-x86_64 | NOTE | 174 | ||
| macos-release-arm64 | NOTE | 152 | ||
| macos-oldrel-arm64 | NOTE | 186 | ||
| windows-devel | NOTE | 148 | ||
| windows-release | NOTE | 149 | ||
| windows-oldrel | NOTE | 139 | ||
| wasm-release | OK | 148 |
Exports:adaptive_nested_quadratureaghqcompute_momentcompute_pdf_and_cdfcompute_quantilesdefault_controldefault_control_marglaplacedefault_control_tmbdefault_transformationget_hessianget_log_normconstget_modeget_nodesandweightsget_numquadpointsget_opt_resultsget_param_dimget_quadtableget_shiftinterpolate_marginal_posteriorlaplace_approximationmake_moment_functionmake_numeric_moment_functionmake_transformationmarginal_laplacemarginal_laplace_tmbmarginal_posteriornested_quadraturenormalize_logpostoptimize_thetasample_marginalvalidate_controlvalidate_momentvalidate_transformation
Dependencies:data.tablelatticeMatrixmvQuadnumDerivpolynomrlangstatmod
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Adaptive Gauss-Hermite Quadrature | aghq |
| Compute moments | compute_moment compute_moment.aghq compute_moment.default compute_moment.list |
| Density and Cumulative Distribution Function | compute_pdf_and_cdf compute_pdf_and_cdf.aghq compute_pdf_and_cdf.default compute_pdf_and_cdf.list |
| Quantiles | compute_quantiles compute_quantiles.aghq compute_quantiles.default compute_quantiles.list |
| Correct the posterior marginals of a fitted aghq object | correct_marginals |
| Default control arguments for 'aghq::aghq()'. | default_control |
| Default control arguments for 'aghq::marginal_laplace()'. | default_control_marglaplace |
| Default control arguments for 'aghq::marginal_laplace_tmb()'. | default_control_tmb |
| Default transformation | default_transformation |
| Globular Clusters data for Milky Way mass estimation | gcdata |
| Transformed Globular Clusters data | gcdatalist |
| Obtain the Hessian from an aghq object | get_hessian |
| Obtain the log-normalizing constant from a fitted quadrature object | get_log_normconst get_log_normconst.aghq get_log_normconst.default get_log_normconst.laplace get_log_normconst.marginallaplace get_log_normconst.numeric |
| Obtain the mode from an aghq object | get_mode |
| Obtain the nodes and weights table from a fitted quadrature object | get_nodesandweights get_nodesandweights.aghq get_nodesandweights.data.frame get_nodesandweights.default get_nodesandweights.laplace get_nodesandweights.list get_nodesandweights.marginallaplace |
| Obtain the number of quadrature nodes used from an aghq object | get_numquadpoints |
| Obtain the optimization results from an aghq object | get_opt_results get_opt_results.aghq get_opt_results.marginallaplace |
| Obtain the parameter dimension from an aghq object | get_param_dim get_param_dim.aghq |
| Interpolate the Marginal Posterior | interpolate_marginal_posterior |
| Laplace Approximation | laplace_approximation |
| Moments of Positive Functions | make_moment_function make_moment_function.aghqmoment make_moment_function.aghqtrans make_moment_function.character make_moment_function.default make_moment_function.function make_moment_function.list |
| Compute numeric moments | get_shift make_numeric_moment_function |
| Marginal Parameter Transformations | make_transformation make_transformation.aghqtrans make_transformation.default make_transformation.list |
| Marginal Laplace approximation | marginal_laplace |
| AGHQ-normalized marginal Laplace approximation from a TMB function template | marginal_laplace_tmb |
| Marginal Posteriors | marginal_posterior marginal_posterior.aghq marginal_posterior.list |
| Nested, sparse Gaussian quadrature in AGHQ | adaptive_nested_quadrature get_quadtable nested_quadrature |
| Normalize the joint posterior using AGHQ | normalize_logpost |
| Obtain function information necessary for performing quadrature | optimize_theta |
| Plot method for AGHQ objects | plot.aghq |
| Print method for AGHQ objects | print.aghq |
| Print method for AGHQ summary objects | print.aghqsummary |
| Print method for AGHQ objects | print.laplace |
| Print method for laplacesummary objects | print.laplacesummary |
| Summary statistics for models using marginal Laplace approximations | print.marginallaplacesummary |
| Exact independent samples from an approximate posterior distribution | sample_marginal sample_marginal.aghq sample_marginal.marginallaplace |
| Summary statistics computed using AGHQ | summary.aghq |
| Summary method for Laplace Approximation objects | summary.laplace |
| Summary statistics for models using marginal Laplace approximations | summary.marginallaplace |
| Validate a control list | validate_control |
| Validate a moment function object | validate_moment validate_moment.aghqmoment validate_moment.character validate_moment.default validate_moment.function validate_moment.list |
| Validate a transformation object | validate_transformation validate_transformation.aghqtrans validate_transformation.default validate_transformation.list |
