Rtwalk: The R Implementation of the 't-walk' MCMC Algorithm
The 't-walk' is a general-purpose MCMC sampler for arbitrary continuous distributions that requires no tuning.
- J Andres Christen
- Date of publication
- 2015-09-18 08:58:26
- J Andres Christen <email@example.com>
- Perform some basic autocorrelation analysis.
- One move of the t-walk
- Plot a histogram of a
- Plot a trace of the Log of Objective function values
- The R implementation of the 't-walk'
- Run the 't-walk'
- Save the twalk MCMC output to a file.
- Plot a 'time series' of the twalk MCMC output.
Files in this package