A Framework for Comparing the Performance of MCMC Samplers

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Description

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.

Details

Package: SamplerCompare
Type: Package
Version: 1.2.7
Date: 2015-07-03
License: GPL-2
Copyright: (c) 2010-2015 Madeleine Thompson, except ‘dchud.f’ and ‘dchdd.f’, which are in the public domain in the United States.
LazyLoad: yes

The central function of this package is compare.samplers, which simulates a set of distributions with a set of samplers with a set of tuning parameters. It returns a data frame which may be passed to comparison.plot.

The source files ‘src/dchud.f’ and ‘src/dchdd.f’ come from LINPACK and were written by G. W. Stewart.

The rest of the package was written by Madeleine Thompson.

Author(s)

Madeleine Thompson, except dchud.f and dchdd.f, which were written by G. W. Stewart.

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