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.

Author
Madeleine Thompson, except dchud.f and dchdd.f, which were written by G. W. Stewart.
Date of publication
2015-07-06 00:15:24
Maintainer
Madeleine Thompson <madeleineth@gmail.com>
License
GPL-2
Version
1.2.7

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

Files in this package

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