SAMCpack-package: Stochastic Approximation Monte Carlo (SAMC) Sampler and...
In SAMCpack: Stochastic Approximation Monte Carlo (SAMC) Sampler and Methods
Description
Stochastic Approximation Monte Carlo (SAMC) is one of the celebrated Markov chain Monte Carlo (MCMC) algorithms. It is known to be capable of sampling from
multimodal or doubly intractable distributions. We provide generic SAMC samplers for continuous distributions. User-specified densities in R and C++ are both supported.
We also provide functions for specific problems that exploit SAMC computation. See Liang et al (2010) <doi:10.1002/9780470669723> for complete introduction to the method.
Author(s)
Kisung You
SAMCpack documentation built on May 2, 2019, 7:31 a.m.
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Description
Stochastic Approximation Monte Carlo (SAMC) is one of the celebrated Markov chain Monte Carlo (MCMC) algorithms. It is known to be capable of sampling from multimodal or doubly intractable distributions. We provide generic SAMC samplers for continuous distributions. User-specified densities in R and C++ are both supported. We also provide functions for specific problems that exploit SAMC computation. See Liang et al (2010) <doi:10.1002/9780470669723> for complete introduction to the method.
Author(s)
Kisung You
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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