EMJMCMC: Evolutionary Mode Jumping Markov Chain Monte Carlo Expert Toolbox

Implementation of the Mode Jumping Markov Chain Monte Carlo algorithm from Hubin, A., Storvik, G. (2018) <doi:10.1016/j.csda.2018.05.020>, Genetically Modified Mode Jumping Markov Chain Monte Carlo from Hubin, A., Storvik, G., & Frommlet, F. (2020) <doi:10.1214/18-BA1141>, Hubin, A., Storvik, G., & Frommlet, F. (2021) <doi:10.1613/jair.1.13047>, and Hubin, A., Heinze, G., & De Bin, R. (2023) <doi:10.3390/fractalfract7090641>, and Reversible Genetically Modified Mode Jumping Markov Chain Monte Carlo from Hubin, A., Frommlet, F., & Storvik, G. (2021) <doi:10.48550/arXiv.2110.05316>, which allow for estimating posterior model probabilities and Bayesian model averaging across a wide set of Bayesian models including linear, generalized linear, generalized linear mixed, generalized nonlinear, generalized nonlinear mixed, and logic regression models.

Getting started

Package details

AuthorAliaksandr Hubin [aut], Waldir Leoncio [cre, aut], Geir Storvik [ctb], Florian Frommlet [ctb]
MaintainerWaldir Leoncio <w.l.netto@medisin.uio.no>
LicenseGPL
Version1.5.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("EMJMCMC")

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EMJMCMC documentation built on June 22, 2024, 11:34 a.m.