MfUSampler: Multivariate-from-Univariate (MfU) MCMC Sampler
Version 1.0.4

Convenience functions for multivariate MCMC using univariate samplers including: slice sampler with stepout and shrinkage (Neal (2003) ), adaptive rejection sampler (Gilks and Wild (1992) ), adaptive rejection Metropolis (Gilks et al (1995) ), and univariate Metropolis with Gaussian proposal.

Package details

AuthorAlireza S. Mahani, Mansour T.A. Sharabiani
Date of publication2017-06-13 00:03:57 UTC
MaintainerAlireza S. Mahani <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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MfUSampler documentation built on June 20, 2017, 9:02 a.m.