CRAN/E | mcmc

mcmc

Markov Chain Monte Carlo

Installation

About

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.

www.stat.umn.edu/geyer/mcmc/
github.com/cjgeyer/mcmc

Key Metrics

Version 0.9-8
R ≥ 3.6.0
Published 2023-11-16 251 days ago
Needs compilation? yes
License MIT
License File
CRAN checks mcmc results

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Maintainer

Maintainer

Charles J. Geyer

Authors

Charles J. Geyer
Leif T. Johnson

Material

ChangeLog
Reference manual
Package source

In Views

Bayesian

Vignettes

Bayes Factors via Serial Tempering
Debugging MCMC Code
MCMC Example
MCMC Morph Example

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

mcmc archive

Depends

R ≥ 3.6.0

Imports

stats

Suggests

xtable
Iso

Reverse Imports

MCMCpack
nse
prefeR

Reverse Suggests

ConnMatTools
fmcmc
MSGARCH