laplace-library

A Laplace library of clustering and mixture-model building blocks for Stan — soft k-means, Gaussian mixtures from spherical to full covariance, Poisson and negative-binomial mixtures, latent class analysis, Naive Bayes / LDA document clustering, mixtures of regressions

A Laplace library of latent time series components for Stan — local level, local linear trend, stochastic and trigonometric seasonality, stochastic volatility, and latent-Gaussian counts.

A Laplace library of Gaussian process building blocks — twenty covariance kernels, marginal and latent GP models, posterior prediction, and helpers for hierarchical (per-group) GPs. Import it into any .laplace model and call it with namespaced calls (gaussian_process::function_name(...)).

A Laplace library of time series building blocks for Stan — the classical ARIMA family, seasonal variants, exponential smoothing, GARCH volatility, smooth-transition regime switching, and count autoregression. Every model ships a mean recursion, a log density, a simulator, and a forecaster.