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atmcmc (version 1.0)

Automatically Tuned Markov Chain Monte Carlo

Description

Uses adaptive diagnostics to tune and run a random walk Metropolis MCMC algorithm, to converge to a specified target distribution and estimate means of functionals.

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Version

Install

install.packages('atmcmc')

Monthly Downloads

13

Version

1.0

License

GPL (>= 2)

Maintainer

Jinyoung Yang

Last Published

September 29th, 2014

Functions in atmcmc (1.0)

atmcmc-package

Automatically Tuned Markov Chain Monte Carlo
plotmcmc

plots output from `atmcmc'
summarymcmc

summary of output from `atmcmc'
atmcmc

Runs a MCMC algorithm tuned via adaption and corresponding diagnostics