EntropyMCMC
MCMC Simulation and Convergence Evaluation using Entropy and Kullback-Leibler Divergence Estimation
Tools for Markov Chain Monte Carlo (MCMC) simulation and performance analysis. Simulate MCMC algorithms including adaptive MCMC, evaluate their convergence rate, and compare candidate MCMC algorithms for a same target density, based on entropy and Kullback-Leibler divergence criteria. MCMC algorithms can be simulated using provided functions, or imported from external codes. This package is based upon work starting with Chauveau, D. and Vandekerkhove, P. (2013)
- Version1.0.4
- R version≥ 3.0
- LicenseGPL (≥ 3)
- Needs compilation?Yes
- EntropyMCMC citation info
- Last release03/08/2019
Documentation
Team
Didier Chauveau
Houssam Alrachid
Show author detailsRolesContributor
Insights
Last 30 days
Last 365 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Depends1 package
- Imports3 packages
- Suggests2 packages