The SALTSampler package facilitates Monte Carlo Markov Chain (MCMC) sampling of random variables on a simplex. A SelfAdjusting 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.
Package details 


Author  Hannah Director, Scott Vander Wiel, James Gattiker 
Date of publication  20151103 01:13:45 
Maintainer  Scott Vander Wiel <scottv@lanl.gov> 
License  BSD_3_clause + file LICENSE 
Version  0.1 
Package repository  View on CRAN 
Installation 
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