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MfUSampler: Multivariate-from-Univariate (MfU) MCMC Sampler
Convenience functions for multivariate MCMC using univariate samplers including: slice sampler with stepout and shrinkage (Neal (2003) <DOI:10.1214/aos/1056562461>), adaptive rejection sampler (Gilks and Wild (1992) <DOI:10.2307/2347565>), adaptive rejection Metropolis (Gilks et al (1995) <DOI:10.2307/2986138>), and univariate Metropolis with Gaussian proposal.
Getting started
Browse package contents
Package details |
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| Author | Alireza S. Mahani, Mansour T.A. Sharabiani |
| Maintainer | Alireza S. Mahani <alireza.s.mahani@gmail.com> |
| License | GPL (>= 2) |
| Version | 1.1.0 |
| Package repository | View on CRAN |
| Installation |
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