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:
mcmc_0.9-8.tar.gz
mcmc_0.9-8.tar.gz(r-4.5-noble)mcmc_0.9-8.tar.gz(r-4.4-noble)
mcmc_0.9-8.tgz(r-4.4-emscripten)mcmc_0.9-8.tgz(r-4.3-emscripten)
mcmc.pdf |mcmc.html✨
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
Last updated 1 years agofrom:3c5e40246f. Checks:2 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Feb 12 2025 |
| R-4.5-linux-x86_64 | OK | Feb 12 2025 |
Exports:initseqmetropmorphmorph.identitymorph.metropolbmtemper
Dependencies:
Bayes Factors via Serial Tempering
Rendered frombfst.Rnwusingutils::Sweaveon Feb 12 2025.Last update: 2019-03-10
Started: 2014-04-01
Debugging MCMC Code
Rendered fromdebug.Rnwusingutils::Sweaveon Feb 12 2025.Last update: 2015-07-16
Started: 2014-04-01
MCMC Example
Rendered fromdemo.Rnwusingutils::Sweaveon Feb 12 2025.Last update: 2019-03-10
Started: 2014-04-01
MCMC Morph Example
Rendered frommorph.Rnwusingutils::Sweaveon Feb 12 2025.Last update: 2014-04-01
Started: 2014-04-01
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Simulated logistic regression data. | foo |
| Initial Sequence Estimators | initseq |
| Simulated logistic regression data. | logit |
| Metropolis Algorithm | metrop metrop.function metrop.metropolis |
| Variable Transformation | morph morph.identity |
| Morphometric Metropolis Algorithm | morph.metrop morph.metrop.function morph.metrop.morph.metropolis |
| Overlapping Batch Means | olbm |
| Simulated Tempering and Umbrella Sampling | temper temper.function temper.tempering |