adaptMCMC: Implementation of a Generic Adaptive Monte Carlo Markov Chain Sampler
Version 1.2

Enables sampling from arbitrary distributions if the log density is known up to a constant; a common situation in the context of Bayesian inference. The implemented sampling algorithm was proposed by Vihola (2012) and achieves often a high efficiency by tuning the proposal distributions to a user defined acceptance rate.

Getting started

Package details

AuthorAndreas Scheidegger, <[email protected]>, <[email protected]>
Date of publication2017-06-30 22:19:57 UTC
MaintainerAndreas Scheidegger <[email protected]>
LicenseGPL (>= 2)
Version1.2
URL https://github.com/scheidan/adaptMCMC
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("adaptMCMC")

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adaptMCMC documentation built on July 4, 2017, 9:09 a.m.