CRAN/E | mcmcensemble

mcmcensemble

Ensemble Sampler for Affine-Invariant MCMC

Installation

About

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) doi:10.1007/s11222-008-9104-9 and the 'stretch' sampler from Goodman and Weare (2010) doi:10.2140/camcos.2010.5.65.

hugogruson.fr/mcmcensemble/
github.com/Bisaloo/mcmcensemble
Bug report File report

Key Metrics

Version 3.1.0
R ≥ 3.5
Published 2024-03-20 178 days ago
Needs compilation? no
License GPL-2
CRAN checks mcmcensemble results

Downloads

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Maintainer

Maintainer

Hugo Gruson

Authors

Hugo Gruson

cre / aut / cph

Sanda Dejanic

aut / cph

Andreas Scheidegger

aut / cph

Material

README
NEWS
Reference manual
Package source

In Views

Bayesian

Vignettes

Interaction of mcmcensemble with other packages for MCMC diagnostic and plotting
Frequently Asked Questions

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

mcmcensemble archive

Depends

R ≥ 3.5

Imports

future.apply
progressr

Suggests

bayesplot
coda
mockery
testthat ≥ 3.0.0
knitr
rmarkdown