HI: Simulation from distributions supported by nested hyperplanes
Version 0.4

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 <[email protected]> and Luca Tardella <[email protected]@uniroma1.it>; original C code for ARMS by Wally Gilks.
Date of publication2013-03-26 17:04:14
MaintainerGiovanni Petris <[email protected]>
LicenseGPL (>= 2)
Version0.4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("HI")

Try the HI package in your browser

Any scripts or data that you put into this service are public.

HI documentation built on May 29, 2017, 5:38 p.m.