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.

Author
Jinyoung Yang
Date of publication
2014-09-29 23:00:15
Maintainer
Jinyoung Yang <jinyoung.yang@mail.utoronto.ca>
License
GPL (>= 2)
Version
1.0

View on CRAN

Man pages

atmcmc
Runs a MCMC algorithm tuned via adaption and corresponding...
atmcmc-package
Automatically Tuned Markov Chain Monte Carlo
plotmcmc
plots output from 'atmcmc'
summarymcmc
summary of output from 'atmcmc'

Files in this package

atmcmc
atmcmc/NAMESPACE
atmcmc/R
atmcmc/R/atmcmc.R
atmcmc/R/summarymcmc.R
atmcmc/R/plotmcmc.R
atmcmc/MD5
atmcmc/DESCRIPTION
atmcmc/man
atmcmc/man/atmcmc.Rd
atmcmc/man/summarymcmc.Rd
atmcmc/man/atmcmc-package.Rd
atmcmc/man/plotmcmc.Rd