mcmcensemble

Ensemble Sampler for Affine-Invariant MCMC

CRAN Package

Provides ensemble samplers for affine-invariant Monte Carlo Markov Chain, which allow a faster convergence for badly scaled estimation problems. Two samplers are proposed: the 'differential.evolution' sampler from ter Braak and Vrugt (2008) and the 'stretch' sampler from Goodman and Weare (2010) .

  • Version3.1.0
  • R version≥ 3.5
  • LicenseGPL-2
  • Needs compilation?No
  • Last release03/20/2024

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  • Depends1 package
  • Imports2 packages
  • Suggests6 packages