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.

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

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

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