Provides Bayesian linear and generalized linear model fitting
with independent and identically distributed (iid) posterior samples. The
main functions mirror R's lm() and glm() interfaces while adding prior
family specifications for Gaussian, Poisson, binomial, and Gamma models
with log-concave likelihoods. Sampling for supported non-conjugate models
uses accept-reject methods based on likelihood subgradients as in Nygren
and Nygren (2006) <doi:10.1198/016214506000000357>. The package also
includes tools for prior setup, posterior summaries, prediction,
diagnostics, simulation, vignettes, and optional 'OpenCL' acceleration for
larger models.
| Version: |
0.9.5 |
| Depends: |
MASS, R (≥ 3.5.0) |
| Imports: |
stats, coda, Rcpp (≥ 1.1.1), RcppParallel, Rdpack (≥ 0.11-0) |
| LinkingTo: |
Rcpp, RcppArmadillo, RcppParallel |
| Suggests: |
knitr, rmarkdown, testthat (≥ 3.0.0), spelling |
| Published: |
2026-05-18 |
| DOI: |
10.32614/CRAN.package.glmbayes |
| Author: |
Kjell Nygren [aut, cre],
The R Core Team [ctb, cph] (R Mathlib sources, R stats modeling code,
and derived/adapted routines),
The R Foundation [cph] (Portions of R Mathlib and R source code),
Ross Ihaka [ctb, cph] (R Mathlib and original R modeling
infrastructure),
Robert Gentleman [ctb, cph] (Portions of R Mathlib),
Simon Davies [ctb] (Original R glm implementation),
Morten Welinder [ctb, cph] (Portions of R Mathlib),
Martin Maechler [ctb] (Portions of R Mathlib) |
| Maintainer: |
Kjell Nygren <kjell.a.nygren at gmail.com> |
| BugReports: |
https://github.com/knygren/glmbayes/issues |
| License: |
GPL-2 |
| Copyright: |
see file COPYRIGHTS |
| URL: |
https://CRAN.R-project.org/package=glmbayes,
https://github.com/knygren/glmbayes,
https://knygren.r-universe.dev/glmbayes |
| NeedsCompilation: |
yes |
| SystemRequirements: |
Optional OpenCL support. If available, GPU
acceleration will be used; otherwise, computation runs on CPU. |
| Language: |
en-US |
| Citation: |
glmbayes citation info |
| Materials: |
README, NEWS |
| CRAN checks: |
glmbayes results |