CRAN/E | Rmodule

Rmodule

Automated Markov Chain Monte Carlo for Arbitrarily Structured Correlation Matrices

Installation

About

Supports automated Markov chain Monte Carlo for arbitrarily structured correlation matrices. The user supplies data, a correlation matrix in symbolic form, the current state of the chain, a function that computes the log likelihood, and a list of prior distributions. The package's flagship function then carries out a parameter-at-a-time update of all correlation parameters, and returns the new state. The method is presented in Hughes (2023), in preparation.

Key Metrics

Version 1.0
Published 2023-08-18 300 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks Rmodule results

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Maintainer

Maintainer

John Hughes

Authors

John Hughes

aut / cre

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Imports

Rcpp ≥ 1.0.9
utils
Matrix

LinkingTo

Rcpp
RcppArmadillo