mcmc (version 0.9-8)

Markov Chain Monte Carlo

Description

Simulates continuous distributions of random vectors using Markov chain Monte Carlo (MCMC). Users specify the distribution by an R function that evaluates the log unnormalized density. Algorithms are random walk Metropolis algorithm (function metrop), simulated tempering (function temper), and morphometric random walk Metropolis (Johnson and Geyer, 2012, , function morph.metrop), which achieves geometric ergodicity by change of variable.

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Install

install.packages('mcmc')

Monthly Downloads

13,692

Version

0.9-8

License

MIT + file LICENSE

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Last Published

November 16th, 2023

Functions in mcmc (0.9-8)