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.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

Datasets:

foo - Simulated logistic regression data.
logit - Simulated logistic regression data.

7 exports 7.39 score 0 dependencies 150 dependents 24 mentions 264 scripts 13.9k downloads

Last updated 10 months agofrom:3c5e40246f. Checks:OK: 2. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Sep 15 2024
R-4.5-linux-x86_64	OK	Sep 15 2024

Exports:initseq metrop morph morph.identity morph.metrop olbm temper

Dependencies:

Bayes Factors via Serial Tempering

Rendered frombfst.Rnwusingutils::Sweaveon Sep 15 2024.

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

Debugging MCMC Code

Rendered fromdebug.Rnwusingutils::Sweaveon Sep 15 2024.

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

MCMC Example

Rendered fromdemo.Rnwusingutils::Sweaveon Sep 15 2024.

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

MCMC Morph Example

Rendered frommorph.Rnwusingutils::Sweaveon Sep 15 2024.

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

Citation

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