mcmcensemble

mcmcensemble-package

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

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

Maintainer: Hugo Gruson <a href="/link/hugo.gruson%2BR%40normalesup.org?package=mcmcensemble&version=3.1.0" data-mini-rdoc="mcmcensemble::hugo.gruson+R@normalesup.org">hugo.gruson+R@normalesup.org</a> (<a href="https://orcid.org/0000-0002-4094-1476">ORCID</a>) [copyright holder]
Authors:<ul>
<li>Sanda Dejanic [copyright holder]</li>
<li>Andreas Scheidegger (<a href="https://orcid.org/0000-0003-2575-2172">ORCID</a>) [copyright holder]</li>
</ul>

Author

MCMCEnsembleSampler — mcmcensemble-package

Maintainer: Hugo Gruson <a href='mailto:hugo.gruson+R@normalesup.org'>hugo.gruson+R@normalesup.org</a> (<a href='https://orcid.org/0000-0002-4094-1476'>ORCID</a>) [copyright holder]
Authors:<ul>
<li>Sanda Dejanic [copyright holder]</li>
<li>Andreas Scheidegger (<a href='https://orcid.org/0000-0003-2575-2172'>ORCID</a>) [copyright holder]</li>
</ul>

mcmcensemble-package: MCMCEnsembleSampler

Description

Arguments

Author

See Also