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MfUSampler (version 1.1.0)

Multivariate-from-Univariate (MfU) MCMC Sampler

Description

Convenience functions for multivariate MCMC using univariate samplers including: slice sampler with stepout and shrinkage (Neal (2003) ), adaptive rejection sampler (Gilks and Wild (1992) ), adaptive rejection Metropolis (Gilks et al (1995) ), and univariate Metropolis with Gaussian proposal.

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Install

install.packages('MfUSampler')

Monthly Downloads

280

Version

1.1.0

License

GPL (>= 2)

Maintainer

Alireza Mahani

Last Published

December 8th, 2022

Functions in MfUSampler (1.1.0)