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vglmer: Variational Inference for Hierarchical Generalized Linear Models

Estimates hierarchical models using variational inference. At present, it can estimate logistic, linear, and negative binomial models. It can accommodate models with an arbitrary number of random effects and requires no integration to estimate. It also provides the ability to improve the quality of the approximation using marginal augmentation. Goplerud (2022) <doi:10.1214/21-BA1266> and Goplerud (2024) <doi:10.1017/S0003055423000035> provide details on the variational algorithms.

Version: 1.0.6
Depends: R (≥ 3.0.2)
Imports: Rcpp (≥ 1.0.1), lme4, CholWishart, mvtnorm, Matrix, stats, graphics, methods, lmtest, splines, mgcv
LinkingTo: Rcpp, RcppEigen (≥ 0.3.3.4.0)
Suggests: SuperLearner, MASS, tictoc, testthat, gKRLS
Published: 2024-11-07
DOI: 10.32614/CRAN.package.vglmer
Author: Max Goplerud [aut, cre]
Maintainer: Max Goplerud <mgoplerud at austin.utexas.edu>
BugReports: https://github.com/mgoplerud/vglmer/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/mgoplerud/vglmer
NeedsCompilation: yes
Materials: README NEWS
In views: Bayesian, MixedModels
CRAN checks: vglmer results

Documentation:

Reference manual: vglmer.pdf

Downloads:

Package source: vglmer_1.0.6.tar.gz
Windows binaries: r-devel: vglmer_1.0.6.zip, r-release: vglmer_1.0.6.zip, r-oldrel: vglmer_1.0.6.zip
macOS binaries: r-release (arm64): vglmer_1.0.6.tgz, r-oldrel (arm64): vglmer_1.0.6.tgz, r-release (x86_64): vglmer_1.0.6.tgz, r-oldrel (x86_64): vglmer_1.0.6.tgz
Old sources: vglmer archive

Reverse dependencies:

Reverse imports: autoMrP

Linking:

Please use the canonical form https://CRAN.R-project.org/package=vglmer to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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