Package: SALTSampler 1.1.0
Scott Vander Wiel
SALTSampler: Efficient Sampling on the Simplex
The SALTSampler package facilitates Monte Carlo Markov Chain (MCMC) sampling of random variables on a simplex. A Self-Adjusting Logit Transform (SALT) proposal is used so that sampling is still efficient even in difficult cases, such as those in high dimensions or with parameters that differ by orders of magnitude. Special care is also taken to maintain accuracy even when some coordinates approach 0 or 1 numerically. Diagnostic and graphic functions are included in the package, enabling easy assessment of the convergence and mixing of the chain within the constrained space.
Authors:
SALTSampler_1.1.0.tar.gz
SALTSampler_1.1.0.tar.gz(r-4.5-noble)SALTSampler_1.1.0.tar.gz(r-4.4-noble)
SALTSampler_1.1.0.tgz(r-4.4-emscripten)SALTSampler_1.1.0.tgz(r-4.3-emscripten)
SALTSampler.pdf |SALTSampler.html✨
SALTSampler/json (API)
| # Install 'SALTSampler' in R: |
| install.packages('SALTSampler', 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 7 years agofrom:c2bcac0b22. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 16 2024 |
| R-4.5-linux | OK | Dec 16 2024 |
Exports:DiagnosticsGenDataLogitLogitScaleLogitSumLogPqPropStepRunMhTriPlot
Dependencies:lattice
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Efficient Sampling on the Simplex | SALTSampler-package SALTSampler |
| Plots and Summaries of RunMh Output | Diagnostics |
| Synthetic Data From a Multinomial Distribution | GenData |
| Logit of a Probability Vector | Logit |
| Finds logit(sp) | LogitScale |
| Log of the Sum of Probabilities | LogitSum |
| Computes log(p) and log(1-p) | LogPq |
| Draw a Proposal on a Simplex | PropStep |
| Metropolis Hasting Algorithm Constrained on a Simplex | RunMh |
| Plots MCMC Samples on a 3-Simplex | TriPlot |