adlaplace: Laplace Approximations Using Automatic Differentiation

Computes Laplace-approximate maximum likelihood for hierarchical and latent Gaussian models. A formula interface specifies observation densities (e.g. Gaussian, negative Binomial), fixed effects, and random terms (independent effects, smoothing terms). Customized response distributions and models for random effects can be specified through a low-level interface or by writing interoperable packages. Derivatives are computed using automatic differentiation with 'CppAD', and used in trust region optimization to find modes of random effects. Derivatives of the Laplace approximation of the log-likelihood are computed using third order contractions and is compatible with custom atomics. The approach follows Kristensen, Nielsen, Berg, Skaug, and Bell (2016) <doi:10.18637/jss.v070.i05>.

Version:	0.7.4
Depends:	R (≥ 3.5.0)
Imports:	Matrix (≥ 1.2.18), Rcpp (≥ 1.0.3), methods, data.table, stats, graphics, RCppAD
LinkingTo:	Rcpp, RcppEigen, trustOptim, Matrix, RCppAD
Suggests:	knitr, rmarkdown, trustOptim, testthat (≥ 3.0.0), mvQuad, mgcv, MASS, nlme, sn, terra, GET, WoodburyMatrix, extraDistr, RSpectra, aghq, numDeriv
Published:	2026-10-21
DOI:	10.32614/CRAN.package.adlaplace (may not be active yet)
Author:	Patrick Brown [aut, cre, cph]
Maintainer:	Patrick Brown <patrick.borgnine at gmail.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	yes
SystemRequirements:	OpenMP
Materials:	README
CRAN checks:	adlaplace results [issues need fixing before 2026-11-11]

Documentation:

Reference manual:	adlaplace.html , adlaplace.pdf
Vignettes:	Laplace Approximations with adlaplace (source, R code) Bayesian Bernoulli mixed model for the bacteria data (source, R code) Case-crossover models with adlaplace (source, R code) Approximate maximum influence perturbations (source, R code) Equivalence to Conditional Gamma-Poisson Model (source, R code) GAMM Examples (source, R code) BYM disease mapping: Germany oral cavity cancer (source, R code)

Downloads:

Package source:	adlaplace_0.7.4.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): adlaplace_0.7.4.tgz, r-oldrel (arm64): not available, r-release (x86_64): adlaplace_0.7.4.tgz, r-oldrel (x86_64): adlaplace_0.7.4.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=adlaplace to link to this page.