SamplerCompare: A Framework for Comparing the Performance of MCMC Samplers

A framework for running sets of MCMC samplers on sets of distributions with a variety of tuning parameters, along with plotting functions to visualize the results of those simulations. See sc-intro.pdf for an introduction.

Install the latest version of this package by entering the following in R:
install.packages("SamplerCompare")
AuthorMadeleine Thompson, except dchud.f and dchdd.f, which were written by G. W. Stewart.
Date of publication2015-07-06 00:15:24
MaintainerMadeleine Thompson <madeleineth@gmail.com>
LicenseGPL-2
Version1.2.7

View on CRAN

Man pages

adaptive.metropolis.sample: Adaptive Metropolis

ar.act: Compute the autocorrelation time of a chain

arms.sample: Adaptive Rejection Metropolis Sampler

check.dist.gradient: Test a gradient function

chud: Cholesky Update/Downdate

compare.samplers: Compare MCMC samplers on distributions

comparison.plot: Plot the results of compare.samplers

compounded.sampler: Build a sampler from transition functions

cov.match.sample: Sample with covariance-matching slice sampling

dist-class: A class representing a probability distribution

funnel.dist: Funnel distribution object

hyperrectangle.sample: Multivariate slice samplers

make.c.dist: Define a probability distribution object with C log-density

make.cone.dist: Create a cone distribution object

make.dist: Define a probability distribution object

make.gaussian: Gaussian distribution objects

make.multimodal.dist: Create a distribution object for a random mixture of...

make.mv.gamma.dist: Create a distribution object for a set of uncorrelated Gamma...

multivariate.metropolis.sample: Metropolis samplers

nonadaptive.crumb.sample: Sample with nonadaptive-crumb slice sampling

oblique.hyperrect.sample: Eigendecomposition-based hyperrectangle method

raw.symbol: Locate a symbol

SamplerCompare-package: A Framework for Comparing the Performance of MCMC Samplers

schools.dist: Eight schools distribution object

shrinking.rank.sample: Sample with shrinking-rank slice sampling

simulation.result: Summarize one MCMC chain

stepout.slice.sample: Univariate slice samplers

twonorm: Euclidean norm of a vector

univar.eigen.sample: Eigendecomposition-based slice samplers

wrap.c.sampler: Create an R stub function for a sampler implemented in C

Functions

adaptive.metropolis.sample Man page
ar.act Man page
arms.sample Man page
chdd Man page
cheat.oblique.hyperrect.sample Man page
cheat.univar.eigen.sample Man page
check.dist.gradient Man page
chud Man page
compare.samplers Man page
comparison.plot Man page
compounded.sampler Man page
cov.match.sample Man page
funnel.dist Man page
hyperrectangle.sample Man page
interval.slice.sample Man page
make.c.dist Man page
make.cone.dist Man page
make.dist Man page
make.gaussian Man page
make.multimodal.dist Man page
make.mv.gamma.dist Man page
multivariate.metropolis.sample Man page
N2weakcor.dist Man page
N4negcor.dist Man page
N4poscor.dist Man page
nograd.hyperrectangle.sample Man page
nonadaptive.crumb.sample Man page
oblique.hyperrect.sample Man page
raw.symbol Man page
SamplerCompare Man page
SamplerCompare-package Man page
scdist-class Man page
schools.dist Man page
shrinking.rank.sample Man page
simulation.result Man page
stepout.slice.sample Man page
twonorm Man page
univar.eigen.sample Man page
univar.metropolis.sample Man page
wrap.c.sampler Man page

Files

inst
inst/CITATION
inst/doc
inst/doc/sc-intro.Rnw
inst/doc/glue.pdf
inst/doc/sc-intro.pdf
inst/doc/sc-intro.R
inst/doc/indep-mh-sampler.c
inst/doc/glue.Rnw
inst/include
inst/include/SamplerCompare.h
tests
tests/test-gradients.R tests/test-samplers.R tests/test-indep-mh.R tests/test-chud.R tests/test-misc.R
src
src/Makevars
src/dchdd.f
src/distributions.c
src/sampler-glue.c
src/Makevars.win
src/dchud.f
src/arms.c
src/slice.c
NAMESPACE
R
R/compare-samplers.R R/univar-eigen.R R/oblique-hyperrect.R R/act.R R/basic-slice.R R/comparison-plot.R R/metropolis.R R/distributions.R R/00dist-util.R R/cov-match.R R/chud.R R/util.R R/c-samplers.R
vignettes
vignettes/sc-intro.Rnw
vignettes/jss668.bib
vignettes/Code
vignettes/Code/ex-final.Rfrag
vignettes/Code/ex-beta.Rfrag
vignettes/Code/ex-compare-samplers.Rfrag
vignettes/Code/ex-compare-results.Rfrag
vignettes/Code/ex-metropolis.Rfrag
vignettes/Code/ex-final-compare.Rfrag
vignettes/glue.Rnw
MD5
build
build/vignette.rds
DESCRIPTION
man
man/ar.act.Rd man/dist-class.Rd man/compare.samplers.Rd man/compounded.sampler.Rd man/multivariate.metropolis.sample.Rd man/cov.match.sample.Rd man/make.dist.Rd man/twonorm.Rd man/wrap.c.sampler.Rd man/nonadaptive.crumb.sample.Rd man/schools.dist.Rd man/SamplerCompare-package.Rd man/chud.Rd man/adaptive.metropolis.sample.Rd man/make.c.dist.Rd man/funnel.dist.Rd man/shrinking.rank.sample.Rd man/make.gaussian.Rd man/simulation.result.Rd man/make.cone.dist.Rd man/make.multimodal.dist.Rd man/check.dist.gradient.Rd man/oblique.hyperrect.sample.Rd man/stepout.slice.sample.Rd man/univar.eigen.sample.Rd man/make.mv.gamma.dist.Rd man/arms.sample.Rd man/comparison.plot.Rd man/hyperrectangle.sample.Rd man/raw.symbol.Rd
.Rinstignore

Questions? Problems? Suggestions? 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.