CRAN/E | vglmer

vglmer

Variational Inference for Hierarchical Generalized Linear Models

Installation

About

Estimates hierarchical models using mean-field variational Bayes. At present, it can estimate logistic, linear, and negative binomial models. It can accommodate models with an arbitrary number of random effects and requires no integration to estimate. It also provides the ability to improve the quality of the approximation using marginal augmentation. Goplerud (2022) doi:10.1214/21-BA1266 provides details on the variational algorithms.

github.com/mgoplerud/vglmer
Bug report File report

Key Metrics

Version 1.0.3
R ≥ 3.0.2
Published 2022-10-27 549 days ago
Needs compilation? yes
License GPL-2
License GPL-3
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Maintainer

Maintainer

Max Goplerud

mgoplerud@pitt.edu

Authors

Max Goplerud

aut / cre

Material

README
NEWS
Reference manual
Package source

In Views

Bayesian
MixedModels

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

vglmer archive

Depends

R ≥ 3.0.2

Imports

Rcpp ≥ 1.0.1
lme4
CholWishart
mvtnorm
Matrix
stats
graphics
methods
lmtest
splines
mgcv

Suggests

SuperLearner
MASS
tictoc
testthat

LinkingTo

Rcpp
RcppEigen ≥ 0.3.3.4.0