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 <geyer@umn.edu> and Leif T. Johnson <ltjohnson@google.com>

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/issues2 issues

Datasets:

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

On CRAN:

Conda:r-mcmc-0.9_6(2025-03-25)

7.41 score 154 packages 14k downloads 24 mentions 7 exports 0 dependencies

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

Target	Result	Latest binary
Doc / Vignettes	OK	Mar 14 2025
R-4.5-linux-x86_64	OK	Mar 14 2025
R-4.4-linux-x86_64	OK	Mar 14 2025

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

Dependencies:

Bayes Factors via Serial Tempering

Rendered frombfst.Rnwusingutils::Sweaveon Mar 14 2025.

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

Debugging MCMC Code

Rendered fromdebug.Rnwusingutils::Sweaveon Mar 14 2025.

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

MCMC Example

Rendered fromdemo.Rnwusingutils::Sweaveon Mar 14 2025.

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

MCMC Morph Example

Rendered frommorph.Rnwusingutils::Sweaveon Mar 14 2025.

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

Citation

To cite package ‘mcmc’ in publications use:

Geyer CJ, Johnson LT (2023). mcmc: Markov Chain Monte Carlo. R package version 0.9-8, https://CRAN.R-project.org/package=mcmc.

ATTENTION: This citation information has been auto-generated from the package DESCRIPTION file and may need manual editing, see ‘help("citation")’.

Corresponding BibTeX entry:

  @Manual{,
    title = {mcmc: Markov Chain Monte Carlo},
    author = {Charles J. Geyer and Leif T. Johnson},
    year = {2023},
    note = {R package version 0.9-8},
    url = {https://CRAN.R-project.org/package=mcmc},
  }

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