Mposterior: R package for Robust and Scalable Bayes via a Median of Subset Posterior Measures

Mposterior package facilitates easy estimation of a median of subset posterior measures called M-posterior. We assume that the user already has samples from the subset posterior measures. 

For theoretical details and practical motivation for M-posterior, please see Minsker et al. 2014.

Stanislav Minsker, Sanvesh Srivastava, Lizhen Lin, and David B. Dunson (2014). Robust and Scalable Bayes via a Median of Subset Posterior Measures. http://arxiv.org/abs/1403.2660

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Maintainer: Sanvesh Srivastava <sanvesh@gmail.com>
