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.

Package details

AuthorAlireza S. Mahani, Mansour T.A. Sharabiani
MaintainerAlireza S. Mahani <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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MfUSampler documentation built on May 1, 2019, 7:07 p.m.