Approximate Probability Densities by Iterated Laplace Approximations
Overview
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.
Install
Health
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Bjoern Bornkamp <bbnkmp@mail.de>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Bjoern",
family = "Bornkamp",
role = c("aut", "cre"),
email = "bbnkmp@mail.de")
as necessary.- NOTE11 OK, 2 NOTENow
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 6 (1 internal)includes a package overview page
- Examples that run
- 60%3 run in a plain check · 2 hold no code
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 50%
Downloads
Dependencies
Installing iterLap adds 3 packages (3 with compiled code, 1.5 MB of source tarballs). Heaviest: randtoolbox 1.4 MB, rngWELL 58 KB, quadprog 35 KB.
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 1.1-4Latest
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 1.1-32017-08-05 · diff ↗
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- RR 3.0.0 released · 2013-04-03
Package metadata
- First published
- 2011-03-09
- Total releases
- 6 / 15 yrs
- License
- GPL
- Minimum R
- ≥ 2.15
- Download size
- 11 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("iterLap")The package provides a citation file that builds its entry when R runs it. Run citation() to see it.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.