Package: MCMChybridGP 7.0.1
Mark J. Fielding
MCMChybridGP: Hybrid Markov Chain Monte Carlo Using Gaussian Processes
Hybrid Markov chain Monte Carlo (MCMC) for sampling from multimodal target distributions when derivatives are unavailable. A Gaussian process approximation is used to emulate derivatives, enabling efficient exploration with parallel tempering. The method is described in Fielding, Nott and Liong (2011) <doi:10.1198/TECH.2010.09195>. The research was carried out as part of the Singapore-Delft Water Alliance Multi-Objective Multi-Reservoir Management programme (R-264-001-272).
Authors:
MCMChybridGP_7.0.1.tar.gz
MCMChybridGP_7.0.1.tar.gz(r-4.7-arm64)MCMChybridGP_7.0.1.tar.gz(r-4.7-x86_64)MCMChybridGP_7.0.1.tar.gz(r-4.6-arm64)MCMChybridGP_7.0.1.tar.gz(r-4.6-x86_64)
MCMChybridGP_7.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
MCMChybridGP/json (API)
| # Install 'MCMChybridGP' in R: |
| install.packages('MCMChybridGP', 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.
Last updated from:4c25c00e3c. Checks:6 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 127 | ||
| linux-devel-x86_64 | OK | 105 | ||
| source / vignettes | OK | 173 | ||
| linux-release-arm64 | OK | 126 | ||
| linux-release-x86_64 | OK | 113 | ||
| wasm-release | OK | 136 |
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Hybrid MCMC for a multimodal density with derivatives replaced by Gaussian process | MCMChybridGP-package MCMChybridGP |
| Generate some initial points for the hybrid explore phase | generateX0 |
| Determine a Gaussian process fit to a multivariate log-density function. | GProcess |
| Exploratory phase to determine points used for a Gaussian process fit. | hybrid.explore |
| Sampling phase applying results from Exploratory phase. | .hybrid.template hybrid.sample |