HI: Simulation from Distributions Supported by Nested Hyperplanes

Simulation from distributions supported by nested hyperplanes, using the algorithm described in Petris & Tardella, "A geometric approach to transdimensional Markov chain Monte Carlo", Canadian Journal of Statistics, v.31, n.4, (2003). Also random direction multivariate Adaptive Rejection Metropolis Sampling.

Getting started

Package details

AuthorGiovanni Petris <GPetris@Uark.edu> and Luca Tardella <luca.tardella@@uniroma1.it>; original C code for ARMS by Wally Gilks.
MaintainerGiovanni Petris <GPetris@Uark.edu>
LicenseGPL (>= 2)
Version0.5
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("HI")

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HI documentation built on April 30, 2022, 1:06 a.m.