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 <jinyoung.yang@mail.utoronto.ca>
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")

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