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geommc (version 0.1.1)

Geometric Markov Chain Sampling

Description

Simulates from discrete and continuous target distributions using geometric Metropolis-Hastings (MH) algorithms. Users specify the target distribution by an R function that evaluates the log un-normalized pdf or pmf. The package also contains a function implementing a specific geometric MH algorithm for performing high dimensional Bayesian variable selection.

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install.packages('geommc')

Monthly Downloads

181

Version

0.1.1

License

GPL (>= 3)

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Maintainer

a Roy

Last Published

October 18th, 2024

Functions in geommc (0.1.1)

geomc.vs

Markov chain Monte Carlo for Bayesian variable selection using a geometric MH algorithm.
geomc

Markov chain Monte Carlo for discrete and continuous distributions using geometric MH algorithms.
logp.vs

The log-unnormalized posterior probability of a model for Bayesian variable selection.