Package: iterLap
Type: Package
Title: Approximate Probability Densities by Iterated Laplace
        Approximations
Version: 1.1-4
Depends: quadprog, randtoolbox, parallel, R (>= 2.15)
Date: 2023-09-29
Author: Bjoern Bornkamp
Maintainer: Bjoern Bornkamp <bbnkmp@mail.de>
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
NeedsCompilation: yes
Packaged: 2026-10-17 07:32:53 UTC; root
Repository: https://bbnkmp.r-universe.dev
Date/Publication: 2023-10-01 01:40:13 UTC
RemoteUrl: https://github.com/cran/iterLap
RemoteRef: HEAD
RemoteSha: 4d6444ffae068b6f6788188a4b14dc3e62c49f36