atmcmc: Automatically Tuned Markov Chain Monte Carlo

Uses adaptive diagnostics to tune and run a random walk Metropolis MCMC algorithm, to converge to a specified target distribution and estimate means of functionals.

Package details

AuthorJinyoung Yang
MaintainerJinyoung Yang <[email protected]>
LicenseGPL (>= 2)
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("atmcmc")

Try the atmcmc package in your browser

Any scripts or data that you put into this service are public.

atmcmc documentation built on May 2, 2019, 11:05 a.m.