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nimbleNoBounds

A collection of common bounded univariate probability distributions transformed to the unbounded real line. The idea is that, when posteriors fall close to the bounds of probability distribution, the efficiency of adaptive Metropolis-Hastings may be compromised by the bounds. In which case, sampling on the unbounded real line could provide more efficient sampling. The change of variables technique is used to identify equivalent distributions on the unbounded scale.

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Install

install.packages('nimbleNoBounds')

Monthly Downloads

587

Version

1.0.2

License

BSD_3_clause + file LICENSE

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Maintainer

David Pleydell

Last Published

February 9th, 2023

Functions in nimbleNoBounds (1.0.2)

nimbleNoBounds

nimbleNoBounds
dLogGamma

Log transformed gamma distribution.
dLogInvgamma

Log transformed inverse-gamma distribution.
dLogLnorm

Log transformed log-normal distribution.
dLogitUnif

Logit transformed beta distribution.
efficiencyGain

Efficiency gain estimates from vignette example
dLogWeib

Log transformed Weibull distribution.
dLogChisq

Log transformed chi-squared distribution.
dLogHalfflat

Log transformed half-flat distribution .
dLogitBeta

Logit transformed beta distribution.
dLogExp

Log transformed exponential distribution.