MfUSampler

Multivariate-from-Univariate (MfU) MCMC Sampler

CRAN Package

Convenience functions for multivariate MCMC using univariate samplers including: slice sampler with stepout and shrinkage (doi:10.1214/aos/1056562461), adaptive rejection sampler (doi:10.2307/2347565), adaptive rejection Metropolis (doi:10.2307/2986138), and univariate Metropolis with Gaussian proposal.

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