CRAN/E | SALTSampler

SALTSampler

Efficient Sampling on the Simplex

Installation

About

The SALTSampler package facilitates Monte Carlo Markov Chain (MCMC) sampling of random variables on a simplex. A Self-Adjusting Logit Transform (SALT) proposal is used so that sampling is still efficient even in difficult cases, such as those in high dimensions or with parameters that differ by orders of magnitude. Special care is also taken to maintain accuracy even when some coordinates approach 0 or 1 numerically. Diagnostic and graphic functions are included in the package, enabling easy assessment of the convergence and mixing of the chain within the constrained space.

Key Metrics

Version 1.1.0
R ≥ 3.0.0
Published 2017-08-10 2504 days ago
Needs compilation? no
License BSD_3_clause
License File
CRAN checks SALTSampler results

Downloads

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Maintainer

Maintainer

Scott Vander Wiel

Authors

Hannah Director
Scott Vander Wiel
James Gattiker

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

SALTSampler archive

Depends

R ≥ 3.0.0
lattice

Imports

graphics
methods
stats

Suggests

knitr
coda