Adaptive Gauss Hermite Quadrature for Bayesian Inference
Adaptive Gauss-Hermite Quadrature
Compute moments
Density and Cumulative Distribution Function
Quantiles
Correct the posterior marginals of a fitted aghq object
Default control arguments for aghq::aghq().
Default control arguments for aghq::marginal_laplace().
Default control arguments for aghq::marginal_laplace_tmb().
Default transformation
Obtain the Hessian from an aghq object
Obtain the log-normalizing constant from a fitted quadrature object
Obtain the mode from an aghq object
Obtain the nodes and weights table from a fitted quadrature object
Obtain the number of quadrature nodes used from an aghq object
Obtain the optimization results from an aghq object
Obtain the parameter dimension from an aghq object
Interpolate the Marginal Posterior
Laplace Approximation
Moments of Positive Functions
Compute numeric moments
Marginal Parameter Transformations
Marginal Laplace approximation
AGHQ-normalized marginal Laplace approximation from a TMB function tem...
Marginal Posteriors
Nested, sparse Gaussian quadrature in AGHQ
Normalize the joint posterior using AGHQ
Obtain function information necessary for performing quadrature
Plot method for AGHQ objects
Print method for AGHQ objects
Print method for AGHQ summary objects
Print method for AGHQ objects
Print method for laplacesummary objects
Summary statistics for models using marginal Laplace approximations
Exact independent samples from an approximate posterior distribution
Summary statistics computed using AGHQ
Summary method for Laplace Approximation objects
Summary statistics for models using marginal Laplace approximations
Validate a control list
Validate a moment function object
Validate a transformation object
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>.