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

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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.

Author
Corey Chivers
Date of publication
2012-03-24 17:49:17
Maintainer
Corey Chivers <corey.chivers@mail.mcgill.ca>
License
GPL (>= 3)
Version
1.1-8

View on CRAN

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

Files in this package

MHadaptive
MHadaptive/MD5
MHadaptive/NAMESPACE
MHadaptive/TODO
MHadaptive/man
MHadaptive/man/MHadaptive-package.Rd
MHadaptive/man/mcmc_r.Rd
MHadaptive/man/Metro_Hastings.Rd
MHadaptive/man/plotMH.Rd
MHadaptive/man/BCI.Rd
MHadaptive/man/positiveDefinite.Rd
MHadaptive/man/mcmc_thin.Rd
MHadaptive/ChangeLog
MHadaptive/DESCRIPTION
MHadaptive/R
MHadaptive/R/positiveDefinite.R
MHadaptive/R/plotMH.R
MHadaptive/R/Metro_Hastings.R
MHadaptive/R/BCI.R
MHadaptive/R/mcmc_thin.R
MHadaptive/data
MHadaptive/data/mcmc_r.rda
MHadaptive/LICENSE