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https://github.com/4ment/laplus

Laplace approximation of the marginal likelihood
https://github.com/4ment/laplus

c laplace-approximation marginal-likelihood

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Laplace approximation of the marginal likelihood

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Laplace approximation using independent gamma distributions
======

[![Build Status](https://travis-ci.org/4ment/laplus.svg?branch=master)](https://travis-ci.org/4ment/laplus)

## Building

### Compile-time dependencies

Building the library requires [CMake](http://www.cmake.org).

Compiling the laplus C library requires the [GNU Scientific Library](http://www.gnu.org/software/gsl/).

On Debian/Ubuntu:

```shell
sudo apt-get install libgsl0-dev
```

### Compiling

Run `make` to obtain static and dynamic libraries.