Package: mcmc 0.9-8

Charles J. Geyer

mcmc: Markov Chain Monte Carlo

Simulates continuous distributions of random vectors using Markov chain Monte Carlo (MCMC). Users specify the distribution by an R function that evaluates the log unnormalized density. Algorithms are random walk Metropolis algorithm (function metrop), simulated tempering (function temper), and morphometric random walk Metropolis (Johnson and Geyer, 2012, <doi:10.1214/12-AOS1048>, function morph.metrop), which achieves geometric ergodicity by change of variable.

Authors:Charles J. Geyer <[email protected]> and Leif T. Johnson <[email protected]>

mcmc_0.9-8.tar.gz
mcmc_0.9-8.zip(r-4.7-x86_64)mcmc_0.9-8.zip(r-4.7-arm64)mcmc_0.9-8.zip(r-4.6-x86_64)mcmc_0.9-8.zip(r-4.6-arm64)
mcmc_0.9-8.tar.gz(r-4.7-arm64)mcmc_0.9-8.tar.gz(r-4.7-x86_64)mcmc_0.9-8.tar.gz(r-4.6-arm64)mcmc_0.9-8.tar.gz(r-4.6-x86_64)
mcmc_0.9-8.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
mcmc/json (API)

# Install 'mcmc' in R:
install.packages('mcmc', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/cjgeyer/mcmc/issues

Datasets:
  • foo - Simulated logistic regression data.
  • logit - Simulated logistic regression data.

On CRAN:

Conda:

7.40 score 137 packages 15k downloads 24 mentions 7 exports 0 dependencies

Last updated from:3c5e40246f. Checks:10 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK153
linux-devel-x86_64OK177
source / vignettesOK193
linux-release-arm64OK101
linux-release-x86_64OK120
windows-devel-arm64OK216
windows-devel-x86_64OK143
windows-release-arm64OK181
windows-release-x86_64OK85
wasm-releaseOK104

Exports:initseqmetropmorphmorph.identitymorph.metropolbmtemper

Dependencies:

Bayes Factors via Serial Tempering
Rendered frombfst.Rnwusingutils::Sweave

Last update: 2019-03-10
Started: 2014-04-01

MCMC Example
Rendered fromdemo.Rnwusingutils::Sweave

Last update: 2019-03-10
Started: 2014-04-01

Debugging MCMC Code
Rendered fromdebug.Rnwusingutils::Sweave

Last update: 2015-07-16
Started: 2014-04-01

MCMC Morph Example
Rendered frommorph.Rnwusingutils::Sweave

Last update: 2014-04-01
Started: 2014-04-01

Readme and manuals

Help Manual

Help pageTopics
Simulated logistic regression data.foo
Initial Sequence Estimatorsinitseq
Simulated logistic regression data.logit
Metropolis Algorithmmetrop metrop.function metrop.metropolis
Variable Transformationmorph morph.identity
Morphometric Metropolis Algorithmmorph.metrop morph.metrop.function morph.metrop.morph.metropolis
Overlapping Batch Meansolbm
Simulated Tempering and Umbrella Samplingtemper temper.function temper.tempering