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: 2023-09-29 19:43:57 UTC; bjoern
Repository: CRAN
Date/Publication: 2023-09-30 22:30:02 UTC
Built: R 4.6.0; aarch64-apple-darwin23; 2026-04-26 00:59:41 UTC; unix
Archs: iterLap.so.dSYM
