MfUSampler: Multivariate-from-Univariate (MfU) MCMC Sampler

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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.

Author
Alireza S. Mahani, Mansour T.A. Sharabiani
Date of publication
2016-09-08 10:43:32
Maintainer
Alireza S. Mahani <alireza.s.mahani@gmail.com>
License
GPL (>= 2)
Version
1.0.2

View on CRAN

Man pages

MfU.Control
Constructing Control List for MfU.Sample
MfU.Sample
Drawing MCMC Samples from a Multivariate Distribution Using a...
predict.MfU
Sample-based prediction using "MfU" Objects
summary.MfU
Summarizing and plotting "MfU" Objects

Files in this package

MfUSampler
MfUSampler/inst
MfUSampler/inst/doc
MfUSampler/inst/doc/MfUSampler.pdf
MfUSampler/inst/doc/MfUSampler.Rnw
MfUSampler/inst/doc/MfUSampler.R
MfUSampler/NAMESPACE
MfUSampler/R
MfUSampler/R/SliceSampler.R
MfUSampler/R/MfUSampler.R
MfUSampler/R/UniMetrop.R
MfUSampler/R/zzz.R
MfUSampler/vignettes
MfUSampler/vignettes/t.naive
MfUSampler/vignettes/summ.ars
MfUSampler/vignettes/t.revised
MfUSampler/vignettes/MfUSampler.Rnw
MfUSampler/vignettes/t.parallel
MfUSampler/vignettes/MfUSampler_process_diagram.pdf
MfUSampler/vignettes/summ.slice
MfUSampler/vignettes/MfUSampler.bib
MfUSampler/vignettes/t.rcpp
MfUSampler/MD5
MfUSampler/build
MfUSampler/build/vignette.rds
MfUSampler/DESCRIPTION
MfUSampler/ChangeLog
MfUSampler/man
MfUSampler/man/MfU.Sample.Rd
MfUSampler/man/summary.MfU.Rd
MfUSampler/man/predict.MfU.Rd
MfUSampler/man/MfU.Control.Rd