mcmcensemble

mcmcensemble-package

<p>This package implements a particle Monte Carlo Markov Chain sampler
with two different ways of creating proposals.</p>

internal

Provides ensemble samplers for
affine-invariant Monte Carlo Markov Chain, which allow a faster
convergence for badly scaled estimation problems. Two samplers are
proposed: the 'differential.evolution' sampler from ter Braak and
Vrugt (2008) <doi:10.1007/s11222-008-9104-9> and the 'stretch' sampler
from Goodman and Weare (2010) <doi:10.2140/camcos.2010.5.65>.

Hugo Gruson

Ensemble Sampler for Affine-Invariant MCMC

Sanda Dejanic

Andreas Scheidegger

mcmcensemble-package function

MCMCEnsembleSampler — mcmcensemble-package

MCMCEnsembleSampler

mcmcensemble-package: MCMCEnsembleSampler

Description

Arguments

See Also