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'))

Peer review:

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

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

7.45 score 153 packages 15k downloads 24 mentions 7 exports 0 dependencies

Last updated 1 years agofrom:3c5e40246f. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 14 2024
R-4.5-linux-x86_64OKDec 14 2024

Exports:initseqmetropmorphmorph.identitymorph.metropolbmtemper

Dependencies:

Bayes Factors via Serial Tempering

Rendered frombfst.Rnwusingutils::Sweaveon Dec 14 2024.

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

Debugging MCMC Code

Rendered fromdebug.Rnwusingutils::Sweaveon Dec 14 2024.

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

MCMC Example

Rendered fromdemo.Rnwusingutils::Sweaveon Dec 14 2024.

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

MCMC Morph Example

Rendered frommorph.Rnwusingutils::Sweaveon Dec 14 2024.

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