Package: EntropyMCMC 1.0.4

Didier Chauveau

EntropyMCMC: MCMC Simulation and Convergence Evaluation using Entropy and Kullback-Leibler Divergence Estimation

Tools for Markov Chain Monte Carlo (MCMC) simulation and performance analysis. Simulate MCMC algorithms including adaptive MCMC, evaluate their convergence rate, and compare candidate MCMC algorithms for a same target density, based on entropy and Kullback-Leibler divergence criteria. MCMC algorithms can be simulated using provided functions, or imported from external codes. This package is based upon work starting with Chauveau, D. and Vandekerkhove, P. (2013) <doi:10.1051/ps/2012004> and next articles.

Authors:Didier Chauveau [aut, cre], Houssam Alrachid [ctb]

EntropyMCMC_1.0.4.tar.gz
EntropyMCMC_1.0.4.tar.gz(r-4.5-noble)EntropyMCMC_1.0.4.tar.gz(r-4.4-noble)
EntropyMCMC_1.0.4.tgz(r-4.4-emscripten)EntropyMCMC_1.0.4.tgz(r-4.3-emscripten)
EntropyMCMC.pdf |EntropyMCMC.html✨
EntropyMCMC/json (API)

# Install 'EntropyMCMC' in R:

install.packages('EntropyMCMC', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.04 score 1 stars 11 scripts 153 downloads 53 exports 75 dependencies

Last updated 6 years agofrom:68c23908da. Checks:OK: 2. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Oct 27 2024
R-4.5-linux-x86_64	OK	Oct 27 2024

Exports:accept_ratio AMHaario AMHaario_chain CollectChains cutTask.mc dist.fun DrawInit ellipse Entropy.ANN Entropy.ANN.mc Entropy.ANN.vect Entropy.ANN.vect.mc Entropy.Gf Entropy.kNN Entropy.kNN.mc Entropy.kNN.vect Entropy.kNN.vect.mc Entropy.NN Entropy.NN.mc Entropy.Resubst EntropyMCMC EntropyMCMC.mc entropyNNC EntropyParallel EntropyParallel.cl gaussian_pdf gaussian_proposal HM_step HMIS_norm HMIS_norm_chain IID_chain IID_norm IID_step MCMCcopies MCMCcopies.cl MCMCcopies.mc mvbw mvkde mvwkde normEntropy plot_Kblist plot.KbMCMC plot.plMCMC plottarget3d q_pdf_ISnorm q_proposal_ISnorm RmseEnt RWHM RWHM_chain RWHM_step summary.plMCMC target_norm target_norm_param

Dependencies:askpass base64enc bslib cachem cli colorspace cpp11 crosstalk curl data.table digest dplyr evaluate fansi farver fastmap fontawesome fs generics ggplot2 glue gtable highr htmltools htmlwidgets httr isoband jquerylib jsonlite kernlab knitr labeling later lattice lazyeval lifecycle magrittr MASS Matrix memoise mgcv mime mixtools munsell nlme openssl pillar pkgconfig plotly promises purrr R6 RANN rappdirs RColorBrewer Rcpp rlang rmarkdown sass scales segmented stringi stringr survival sys tibble tidyr tidyselect tinytex utf8 vctrs viridisLite withr xfun yaml

Help page	Topics
(A)MCMC Simulation and Convergence Evaluation using Entropy and Kullback-Leibler Divergence Estimation	EntropyMCMC-package
Acceptance ratio for Hastings-Metropolis simulated MCMC chains	accept_ratio
Collect MCMC chains in a single object	CollectChains
Random draws for initialization	DrawInit
Kullback and entropy estimation from MCMC simulation output - single and multicore versions	EntropyMCMC EntropyMCMC.mc
Parallel simulation and Entropy estimation of MCMC's - single core and cluster versions	EntropyParallel EntropyParallel.cl
Proposal density evaluation and simulation	gaussian_pdf gaussian_proposal
Simulates iid copies of a MCMC algorithm	MCMCcopies
Parallel simulation of iid copies of a MCMC algorithm - cluster versions	MCMCcopies.cl
Simulates iid copies of a MCMC algorithm - multicore version	MCMCcopies.mc
Theoretical value of the entropy for the multivariate gaussian	normEntropy
Plot sequences of Kullback distance estimates for comparison of several MCMC algorithms for a same target density	plot_Kblist
Plot sequences of estimates of Kullback distance or Entropy against iterations	plot.KbMCMC
Plot paths of copies of Markov chains	plot.plMCMC
3D plot of a two-dimensional MCMC target, or any function	plottarget3d
Simulating MCMC single chains using MCMC algorithms	AMHaario_chain HMIS_norm_chain IID_chain RWHM_chain
Summarizes content of a 'plMCMC' object holding iid copies of MCMC's	summary.plMCMC

Package: EntropyMCMC 1.0.4

EntropyMCMC: MCMC Simulation and Convergence Evaluation using Entropy and Kullback-Leibler Divergence Estimation

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