The SALTSampler package facilitates Monte Carlo Markov Chain (MCMC) sampling of random variables on a simplex. A Self-Adjusting Logit Transform (SALT) proposal is used so that sampling is still efficient even in difficult cases, such as those in high dimensions or with parameters that differ by orders of magnitude. Special care is also taken to maintain accuracy even when some coordinates approach 0 or 1 numerically. Diagnostic and graphic functions are included in the package, enabling easy assessment of the convergence and mixing of the chain within the constrained space.

Author | Hannah Director, Scott Vander Wiel, James Gattiker |

Date of publication | 2015-11-03 01:13:45 |

Maintainer | Scott Vander Wiel <scottv@lanl.gov> |

License | BSD_3_clause + file LICENSE |

Version | 0.1 |

**Diagnostics:** Plots and Summaries of RunMh Output

**GenData:** Synthetic Data From a Multinomial Distribution

**Logit:** Logit of a Probability Vector

**LogitScale:** Finds logit(sp)

**LogitSum:** Log of the Sum of Probabilities

**LogPq:** Computes log(p) and log(1-p)

**PropStep:** Draw a Proposal on a Simplex

**RunMh:** Metropolis Hasting Algorithm Constrained on a Simplex

**SALTSampler-package:** Efficient Sampling on the Simplex

**TriPlot:** Plots MCMC Samples on a 3-Simplex

SALTSampler

SALTSampler/inst

SALTSampler/inst/doc

SALTSampler/inst/doc/SALTSampler.R

SALTSampler/inst/doc/SALTSampler.Rmd

SALTSampler/inst/doc/SALTSampler.html

SALTSampler/NAMESPACE

SALTSampler/R

SALTSampler/R/RunMh.R
SALTSampler/R/SimplexMCMC-internal.R
SALTSampler/R/PropStep.R
SALTSampler/R/LogitScale.R
SALTSampler/R/Diagnostics.R
SALTSampler/R/Logit.R
SALTSampler/R/GenData.R
SALTSampler/R/TriPlot.R
SALTSampler/R/LogPq.R
SALTSampler/R/LogitSum.R
SALTSampler/vignettes

SALTSampler/vignettes/sourcesVignette.bib

SALTSampler/vignettes/SALTSampler.Rmd

SALTSampler/MD5

SALTSampler/build

SALTSampler/build/vignette.rds

SALTSampler/DESCRIPTION

SALTSampler/man

SALTSampler/man/RunMh.Rd
SALTSampler/man/Logit.Rd
SALTSampler/man/SALTSampler-package.Rd
SALTSampler/man/LogPq.Rd
SALTSampler/man/TriPlot.Rd
SALTSampler/man/LogitSum.Rd
SALTSampler/man/GenData.Rd
SALTSampler/man/LogitScale.Rd
SALTSampler/man/PropStep.Rd
SALTSampler/man/Diagnostics.Rd
SALTSampler/LICENSE

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

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

All documentation is copyright its authors; we didn't write any of that.