SALTSampler: Efficient Sampling on the Simplex

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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

View on CRAN

Man pages

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

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