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Implement the MAP estimator #7

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gvegayon opened this issue May 4, 2017 · 1 comment

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gvegayon commented May 4, 2017

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gvegayon commented May 30, 2017

The R package cubature implements multivariate integration methods, which is required for the variance of the MAP estimator: https://cran.r-project.org/web/packages/cubature/index.html

R2Cuba also does multivariate https://cran.r-project.org/web/packages/R2Cuba/index.html

Numerical integration is key to the Maximum A Posteriori Estimator.

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