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.
|Copyright:||(c) 2010-2015 Madeleine Thompson, except ‘dchud.f’ and ‘dchdd.f’, which are in the public domain in the United States.|
The central function of this package is
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
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.
Madeleine Thompson, except dchud.f and dchdd.f, which were written by G. W. Stewart.
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