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Convenience functions for multivariate MCMC using univariate samplers including: slice sampler with stepout and shrinkage (Neal (2003) doi:10.1214/aos/1056562461), adaptive rejection sampler (Gilks and Wild (1992) doi:10.2307/2347565), adaptive rejection Metropolis (Gilks et al (1995) doi:10.2307/2986138), and univariate Metropolis with Gaussian proposal.
Citation | MfUSampler citation info |
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Maintainer | Alireza S. Mahani |