The posterior MEAN by Gauss-Hermite quadrature (Bock-Mislevy 1982). Three properties distinguish it from MAP: no optimisation at all (two weighted sums, so no convergence or multimodality problem – the reason adaptive testing prefers it), more shrinkage toward the prior mean since it is the minimum-MSE estimator, and a genuine posterior standard deviation rather than a curvature approximation. The node count is the only tuning parameter and is reported, because too few nodes silently biases the tails.
Usage
morie_psy_eap_theta(
y,
a = NULL,
b = NULL,
c = NULL,
prior = c(0, 1),
n_nodes = 61L
)