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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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Version

Install

install.packages('MfUSampler')

Monthly Downloads

212

Version

1.1.0

License

GPL (>= 2)

Maintainer

Alireza Mahani

Last Published

December 8th, 2022

Functions in MfUSampler (1.1.0)

predict.MfU

Sample-based prediction using "MfU" Objects
summary.MfU

Summarizing and plotting "MfU" Objects
MfU.Sample

Drawing MCMC Samples from a Multivariate Distribution Using a Univariate Sampler
MfU.Control

Constructing Control List for MfU.Sample