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-4.7-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
Last updated from:3c5e40246f. Checks:6 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 175 | ||
| linux-devel-x86_64 | OK | 118 | ||
| source / vignettes | OK | 174 | ||
| linux-release-arm64 | OK | 140 | ||
| linux-release-x86_64 | OK | 121 | ||
| wasm-release | OK | 92 |
Exports:initseqmetropmorphmorph.identitymorph.metropolbmtemper
Dependencies:
Bayes Factors via Serial Tempering
Last update: 2019-03-10
Started: 2014-04-01
MCMC Example
Last update: 2019-03-10
Started: 2014-04-01
Debugging MCMC Code
Last update: 2015-07-16
Started: 2014-04-01
MCMC Morph Example
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 |