Package: iterLap
Type: Package
Title: Approximate probability densities by iterated Laplace
        Approximations
Version: 1.1-2
Depends: quadprog, randtoolbox, parallel, R (>= 2.15)
Date: 2012-05-22
Author: Bjoern Bornkamp
Maintainer: Bjoern Bornkamp <bbnkmp@gmail.com>
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
Packaged: 2012-05-22 20:05:33 UTC; bjoern
Repository: CRAN
Date/Publication: 2012-05-22 20:52:08
Built: R 3.1.0; x86_64-apple-darwin10.8.0; 2013-11-27 15:50:14 UTC; unix
Archs: iterLap.so.dSYM
