HybridMC (version 0.2)

Implementation of the Hybrid Monte Carlo and Multipoint Hybrid Monte Carlo sampling techniques

Description

This package is an R implementation of the Hybrid Monte Carlo and Multipoint Hybrid Monte Carlo sampling techniques described in Liu (2001): "Monte Carlo Strategies in Computing".

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Version

Install

install.packages('HybridMC')

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Version

0.2

License

GPL (>= 2)

Maintainer

R. Morey

Last Published

June 8th, 2009

Functions in HybridMC (0.2)

hybridMC

Sample from a (log)density using hybrid Monte Carlo