varapproxr

This is a work in progress repository for implementations of variational approximate inference. All implementations are currently prototypes; accuracy and efficiency is not guaranteed.

Installation

# install.packages("devtools")
devtools::install_github('jatotterdell/varapproxr')

Dependencies

varapproxr uses:

• GCEM for calculation of some special mathematics functions.
• StatsLib for functions of probability distributions.