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.

Install the latest version of this package by entering the following in R:
install.packages("MfUSampler")
AuthorAlireza S. Mahani, Mansour T.A. Sharabiani
Date of publication2016-09-08 10:43:32
MaintainerAlireza S. Mahani <alireza.s.mahani@gmail.com>
LicenseGPL (>= 2)
Version1.0.2

View on CRAN

Files

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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