glmbayes - Bayesian Generalized Linear Models (IID Samples)
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.
