rjmcmc

Reversible-Jump MCMC Using Post-Processing

CRAN Package

Performs reversible-jump Markov chain Monte Carlo (Green, 1995) doi:10.2307/2337340, specifically the restriction introduced by Barker & Link (2013) doi:10.1080/00031305.2013.791644. By utilising a 'universal parameter' space, RJMCMC is treated as a Gibbs sampling problem. Previously-calculated posterior distributions are used to quickly estimate posterior model probabilities. Jacobian matrices are found using automatic differentiation. For a detailed description of the package, see Gelling, Schofield & Barker (2019) doi:10.1111/anzs.12263.

  • Version0.4.5
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release07/09/2019

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  • Depends1 package
  • Imports2 packages
  • Suggests1 package
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