R-INLA swMATH ID: 8014 Software Authors: Martins, Thiago G.; Rue, Håvard Description: Extending integrated nested Laplace approximation to a class of near-Gaussian latent models. This work extends the integrated nested Laplace approximation (INLA) method to latent models outside the scope of latent Gaussian models, where independent components of the latent field can have a near-Gaussian distribution. The proposed methodology is an essential component of a bigger project that aims to extend the R package INLA in order to allow the user to add flexibility and challenge the Gaussian assumptions of some of the model components in a straightforward and intuitive way. Our approach is applied to two examples, and the results are compared with that obtained by Markov chain Monte Carlo, showing similar accuracy with only a small fraction of computational time. Implementation of the proposed extension is available in the R-INLA package. Homepage: https://www.jstatsoft.org/article/view/v063i20 Dependencies: R Keywords: R; R package; jstatsoft.org; abundance; detection; JAGS; N-mixture model; R-INLA; unmarked; wildlife; INLA; joint model; non-separable; spatial; temporal; Journal of Statistical Software Related Software: R; INLA; spBayes; GMRFLib; JAGS; FRK; Stem; WinBUGS; geoR; Stan; CODA; BUGS; ggplot2; lme4; fields; Matrix; R2WinBUGS; RandomFields; CARBayes; MCMCglmm Cited in: 73 Publications Standard Articles 6 Publications describing the Software, including 3 Publications in zbMATH Year Competing risks joint models using R-INLA. Zbl 07346640van Niekerk, Janet; Bakka, Haakon; Rue, Håvard 2021 Extending integrated nested Laplace approximation to a class of near-Gaussian latent models. Zbl 1305.62268Martins, Thiago G.; Rue, Håvard 2014 Bayesian computing with INLA: new features. Zbl 1471.62135Martins, Thiago G.; Simpson, Daniel; Lindgren, Finn; Rue, Håvard 2013 all top 5 Cited by 221 Authors 12 Rue, Håvard 5 Gómez-Rubio, Virgilio 5 Lindgren, Finn 4 Bakka, Haakon C. 4 van Niekerk, Janet 3 Castro-Camilo, Daniela 3 Cressie, Noel A. C. 3 Martins, Thiago G. 3 Opitz, Thomas 3 Ravishanker, Nalini 3 Riebler, Andrea 2 Bolin, David 2 Bradley, Jonathan R. 2 Datta, Abhirup 2 Faraway, Julian J. 2 Finley, Andrew O. 2 Fuglstad, Geir-Arne 2 Furrer, Reinhard 2 Huser, Raphaël 2 Illian, Janine B. 2 Lenzi, Amanda 2 Mangion, Andrew Zammit 2 Mengersen, Kerrie L. 2 Osborn, Sarah V. 2 Ribeiro, Paulo Justiniano jun. 2 Serhiyenko, Volodymyr 2 Shi, Tao 2 Simpson, Daniel Peter 2 Vassilevski, Panayot Spirov 2 Venkatesan, Rajkumar 2 Villa, Umberto E. 2 Wikle, Christopher K. 2 Yue, Yu Ryan 1 Adegboye, Oyelola A. 1 Akaho, Shotaro 1 Alston, Clair L. 1 Altieri, Leonardo 1 Amaral Turkman, Maria Antónia 1 Andersen, Hans-Erik 1 Araki, Takamitsu 1 Armero, Carmen 1 Auger-Méthé, Marie 1 Baio, Gianluca 1 Banerjee, Sudipto 1 Battaile, Brian C. 1 Bickel, Peter John 1 Bitz, Cecilia M. 1 Blangiardo, Marta 1 Boley, Nathan 1 Bonat, Wagner Hugo 1 Bonett, Stephen 1 Brown, James Bentley 1 Burslem, David F. R. P. 1 Cameletti, Michela 1 Carrasco, Josep Lluís 1 Casals, Martí 1 Chen, Mengjie 1 Chen, Yunshun 1 Chung, Dongjun 1 Cocchi, Daniela 1 Collado Torres, Leonardo 1 Cook, Bruce D. 1 Cortes, R. X. 1 Cowles, Mary Kathryn 1 Cucuringu, Mihai 1 Datta, Somnath 1 Datta, Susmita 1 Dawkins, Laura C. 1 Dinsdale, Daniel 1 Director, Hannah M. 1 Donald, Margaret R. 1 Drori, Iddo 1 Du, Ruofei 1 Dudoit, Sandrine 1 Dunlop, Matthew M. 1 Faes, Christel 1 Fang, Zhide 1 Ferkingstad, Egil 1 Frazee, Alyssa C. 1 Gaedke-Merzhäuser, Lisa 1 Gao, Lei 1 Gao, Peter A. 1 Gayawan, Ezra 1 Genton, Marc G. 1 Geppert, Leo N. 1 Gerber, Florian 1 Ghosh, Debashis 1 Gill, Ryan S. 1 Girirajan, Santhosh 1 Gramacy, Robert B. 1 Greco, Fedele 1 Gressani, Oswaldo 1 Guhaniyogi, Rajarshi 1 Guinness, Joseph 1 Hammerling, Dorit 1 Hanson, Timothy E. 1 Heaton, Matthew J. 1 Held, Leonhard 1 Hem, Ingeborg Gullikstad 1 Höhle, Michael ...and 121 more Authors all top 5 Cited in 39 Serials 6 Statistics and Computing 5 Computational Statistics and Data Analysis 4 Test 4 The Annals of Applied Statistics 4 Journal of Agricultural, Biological, and Environmental Statistics 3 Journal of Statistical Computation and Simulation 3 Journal of Computational and Graphical Statistics 3 Bayesian Analysis 2 Journal of the American Statistical Association 2 Computational Statistics 2 Extremes 2 Journal de la Société Française de Statistique 1 Computers & Mathematics with Applications 1 Scandinavian Journal of Statistics 1 Biometrical Journal 1 Statistics & Probability Letters 1 Machine Learning 1 Communications in Statistics. Theory and Methods 1 SIAM Journal on Scientific Computing 1 Numerical Linear Algebra with Applications 1 Statistica Sinica 1 Mathematical Population Studies 1 Journal of Applied Statistics 1 Applied Stochastic Models in Business and Industry 1 Brazilian Journal of Probability and Statistics 1 Statistical Modelling 1 SORT. Statistics and Operations Research Transactions 1 REVSTAT 1 AStA. Advances in Statistical Analysis 1 Electronic Journal of Statistics 1 Statistics Surveys 1 Chilean Journal of Statistics 1 Institute of Mathematical Statistics Textbooks 1 SIAM/ASA Journal on Uncertainty Quantification 1 Chapman & Hall/CRC Texts in Statistical Science Series 1 Wiley Series in Probability and Statistics 1 Frontiers in Probability and the Statistical Sciences 1 Chapman & Hall/CRC Computer Science & Data Analysis Series 1 International Journal of Mathematics for Industry all top 5 Cited in 11 Fields 69 Statistics (62-XX) 10 Numerical analysis (65-XX) 7 Probability theory and stochastic processes (60-XX) 4 Geophysics (86-XX) 4 Biology and other natural sciences (92-XX) 2 Partial differential equations (35-XX) 1 Combinatorics (05-XX) 1 Measure and integration (28-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Systems theory; control (93-XX) Citations by Year