mcmc
Markov Chain Monte Carlo
Simulates continuous distributions of random vectors using Markov chain Monte Carlo (MCMC). Users specify the distribution by an R function that evaluates the log unnormalized density. Algorithms are random walk Metropolis algorithm (function metrop), simulated tempering (function temper), and morphometric random walk Metropolis (Johnson and Geyer, 2012, doi:10.1214/12-AOS1048, function morph.metrop), which achieves geometric ergodicity by change of variable.
- Version0.9-8
- R versionunknown
- LicenseMIT
- LicenseLICENSE
- Needs compilation?Yes
- Last release11/16/2023
Documentation
Team
Charles J. Geyer
Leif T. Johnson
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