Gaussian Approximation of Bayesian Binary Regression Models


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Documentation for package ‘EPGLM’ version 1.1.1

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EPGLM-package The package computes a Gaussian approximation of a Bayesian probit/logit using expectation propagation (EP).
EPGLM The package computes a Gaussian approximation of a Bayesian probit/logit using expectation propagation (EP).
EPlogit Compute the EP (expectation propagation) approximation of a logit regression.
EPlogitCxx C++ internal function to compute the EP approximation (use EPlogit instead).
EPprobit Compute the EP (expectation propagation) approximation of a probit regression.
EPprobitCxx C++ internal function to compute the EP approximation (use EPprobit instead).