SALTSampler: Efficient Sampling on the Simplex

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.

AuthorHannah Director, Scott Vander Wiel, James Gattiker
Date of publication2015-11-03 01:13:45
MaintainerScott Vander Wiel <scottv@lanl.gov>
LicenseBSD_3_clause + file LICENSE
Version0.1

View on CRAN

Files in this package

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

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