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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.