iterLap
Approximate Probability Densities by Iterated Laplace Approximations
Description
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.
Downloads
280
Last 30 days
14945th
694
Last 90 days
2.8K
Last year
Trend: +34% (30d vs prior 30d)
CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
CRAN incoming feasibility
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.
CRAN incoming feasibility
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.
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
CRAN incoming feasibility
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.
CRAN incoming feasibility
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.