MHadaptive: General Markov Chain Monte Carlo for Bayesian Inference using adaptive Metropolis-Hastings sampling
Version 1.1-8

Performs general Metropolis-Hastings Markov Chain Monte Carlo sampling of a user defined function which returns the un-normalized value (likelihood times prior) of a Bayesian model. The proposal variance-covariance structure is updated adaptively for efficient mixing when the structure of the target distribution is unknown. The package also provides some functions for Bayesian inference including Bayesian Credible Intervals (BCI) and Deviance Information Criterion (DIC) calculation.

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AuthorCorey Chivers
Date of publication2012-03-24 17:49:17
MaintainerCorey Chivers <corey.chivers@mail.mcgill.ca>
LicenseGPL (>= 3)
Version1.1-8
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("MHadaptive")

Man pages

BCI: Bayesian Credible Interval
mcmc_r: A sample object created by running Metro_Hastings().
mcmc_thin: Thin an MCMC object to reduce autocorrelation.
Metro_Hastings: Markov Chain Monte Carlo for Bayesian Inference using...
MHadaptive-package: General Markov Chain Monte Carlo for Bayesian Inference using...
plotMH: Plot MCMC results of a call to Metro_Hastings().
positiveDefinite: Positive Definite Matrixes

Functions

BCI Man page Source code
MHadaptive Man page
MHadaptive-package Man page
Metro_Hastings Man page Source code
gettingstarted.MHadaptive Man page
isPositiveDefinite Man page Source code
make.positive.definite Source code
makePositiveDefinite Man page Source code
mcmc_r Man page
mcmc_thin Man page Source code
plotMH Man page Source code
positiveDefinite Man page
s.positive.definite Source code

Files

MD5
NAMESPACE
TODO
man
man/MHadaptive-package.Rd
man/mcmc_r.Rd
man/Metro_Hastings.Rd
man/plotMH.Rd
man/BCI.Rd
man/positiveDefinite.Rd
man/mcmc_thin.Rd
ChangeLog
DESCRIPTION
R
R/positiveDefinite.R
R/plotMH.R
R/Metro_Hastings.R
R/BCI.R
R/mcmc_thin.R
data
data/mcmc_r.rda
LICENSE
MHadaptive documentation built on May 29, 2017, 2:07 p.m.