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 <[email protected]> and Luca Tardella <[email protected]@uniroma1.it>; original C code for ARMS by Wally Gilks.
MaintainerGiovanni Petris <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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HI documentation built on May 29, 2017, 5:38 p.m.