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adaptMCMC (version 1.0.2)

Implementation of a generic adaptive Monte Carlo Markov Chain sampler

Description

This package provides an implementation of the generic adaptive Monte Carlo Markov chain sampler proposed by Vihola (2011).

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Version

Install

install.packages('adaptMCMC')

Monthly Downloads

833

Version

1.0.2

License

GPL (>= 2)

Maintainer

Andreas Scheidegger

Last Published

January 3rd, 2012

Functions in adaptMCMC (1.0.2)

MCMC

(Adaptive) Metropolis Sampler
MCMC.add.samples

Add samples to an existing chain.
convert.to.coda

Converts chain(s) into coda objects.
MCMC.parallel

Parallel computation of MCMC()
adaptMCMC-package

Generic adaptive Monte Carlo Markov Chain sampler