| Baldur {Baldur} | R Documentation |
Baldur A Bayesian Package for R that allows for iid sampling in Bayesian Generalized Linear Models.
Makes use of the likelihood subgradient density accept/reject procedure of Nygren and Nygren (2006) in order to generate iid samples from the posterior density of a Bayesian Logit model with a multivariate normal prior. If the posterior density is close to multivariate normal, then the expected number of draws should be approximately equal to $(2/sqrt{pi})^{k}$.
Kjell Nygren knygren@us.imshealth.com
Nygren and Nygren (2006) Likelihood Subgradient Densities. Upcoming textit{Journal of American Statistical Association}