Mposterior: Mposterior: R package for Robust and Scalable Bayes via a Median of Subset Posterior Measures

Mposterior package provides a general framework for estimating a median of subset posterior measures (M-posterior). Each subset posterior measure is represented as a matrix of posterior samples; rows represent the atoms and columns index the dimensions. All subset measures are represented as list of matrices; length of the list equals the number of subsets (or machines). The distance between subset posterior measures and M-posterior is measured using the RBF kernel. M-posterior is represented as a weighted combination of empirical measures based on subsets measures. These weights are estimated using Weiszfeld algorithm implemented in this package.

Version: 0.1.2
Depends: R (≥ 3.0.2), Rcpp (≥ 0.11.0)
LinkingTo: Rcpp, RcppArmadillo (≥ 0.3.4.4)
Published: 2014-06-02
Author: Sanvesh Srivastava
Maintainer: Sanvesh Srivastava <sanvesh at gmail.com>
License: GPL (≥ 3)
URL: http://www.stat.duke.edu/~ss602/Mposterior/Mposterior.html
NeedsCompilation: yes
Citation: Mposterior citation info
Materials: README NEWS
CRAN checks: Mposterior results

Downloads:

Reference manual: Mposterior.pdf
Package source: Mposterior_0.1.2.tar.gz
Windows binaries: r-devel: Mposterior_0.1.2.zip, r-release: Mposterior_0.1.2.zip, r-oldrel: Mposterior_0.1.2.zip
OS X Mavericks binaries: r-release: Mposterior_0.1.2.tgz, r-oldrel: Mposterior_0.1.2.tgz
Old sources: Mposterior archive

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