Tools for Markov Chain Monte Carlo (MCMC) simulation and performance analysis. Simulate MCMC algorithms including adaptive MCMC, evaluate their convergence rate, and compare candidate MCMC algorithms for a same target density, based on entropy and Kullback-Leibler divergence criteria. MCMC algorithms can be simulated using provided functions, or imported from external codes. This package is based upon work starting with Chauveau, D. and Vandekerkhove, P. (2013) <doi:10.1051/ps/2012004> and next articles.
|Author||Didier Chauveau [aut, cre], Houssam Alrachid [ctb]|
|Maintainer||Didier Chauveau <[email protected]>|
|License||GPL (>= 3)|
|Package repository||View on CRAN|
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