CollectChains

An object of class <code>plMCMC</code>, such as the one 
 returned by <code><a rd-options="" href="/link/MCMCcopies?package=EntropyMCMC&version=1.0.4" data-mini-rdoc="EntropyMCMC::MCMCcopies">MCMCcopies</a></code>, containing in particular an array of dimension 
 \((n,d,nmc)\)
 holding the simulation of \(n\) steps of \(nmc\) parallel chains in dimension \(d\).

Utility function for the package EntropyMCMC.

file

Tools for Markov Chain Monte Carlo (MCMC) simulation and performance analysis. Simulate MCMC algorithms including adaptive MCMC, evaluate their convergence rate, and compare candidate MCMC algorithms for a same target density, based on entropy and Kullback-Leibler divergence criteria. MCMC algorithms can be simulated using provided functions, or imported from external codes. This package is based upon work starting with Chauveau, D. and Vandekerkhove, P. (2013) <doi:10.1051/ps/2012004> and next articles.

Didier Chauveau

EntropyMCMC

MCMC Simulation and Convergence Evaluation using Entropy and
Kullback-Leibler Divergence Estimation

Houssam Alrachid

CollectChains function

An object of class <code>plMCMC</code>, such as the one 
 returned by <code><a rd-options='' href='MCMCcopies'>MCMCcopies</a></code>, containing in particular an array of dimension 
 \((n,d,nmc)\)
 holding the simulation of \(n\) steps of \(nmc\) parallel chains in dimension \(d\).

CollectChains: Collect MCMC chains in a single object

Description

Usage

Arguments

Value

Details