AGHQ: Adaptive Gauss Hermite Quadrature for Bayesian Inference

This package implements Bayesian inference using Adaptive Gauss-Hermite Quadrature, as specified in our paper in preparation. See also the accompanying software paper, in preparation. This README will be updated when these papers are available

You can install the development version from Github:

install.packages('devtools')
devtools::install_github('awstringer1/aghq')

You can also install the stable version from CRAN:

install.packages('aghq')

The two papers linked above give a comprehensive overview of the method, application, and theory.