atmcmc-package: Automatically Tuned Markov Chain Monte Carlo
In atmcmc: Automatically Tuned Markov Chain Monte Carlo
Description
Details
Author(s)
References
Description
This package tunes a symmetric random walk Metropolis algorithm with Gaussian proposals via finite MCMC adaption combined with new adaptive diagnostics, and it runs the tuned algorithm to converge to a target distribution and estimate the stationary mean of a functional.
Details
Package: atmcmc
Type: Package
Version: 1.0
Date: 2014-09-16
License: GPL (>= 2)
The main function is ‘atmcmc’, which is to run a MCMC algorithm with adaptive schemes and diagnostics embedded. ‘plotmcmc’ function is to get traceplots and histograms of output from an ‘atmcmc’ run. ‘summarymcmc’ function displays summary statistics from the output.
Author(s)
Jinyoung Yang
Maintainer: Jinyoung Yang <jinyoung.yang@mail.utoronto.ca>
References
Jinyoung Yang and Jeffrey S. Rosenthal. Automatically Tuned General-Purpose MCMC via New Convergence Diagnostics. Preprint, 2014.
atmcmc documentation built on May 2, 2019, 11:05 a.m.
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Description Details Author(s) References
Description
This package tunes a symmetric random walk Metropolis algorithm with Gaussian proposals via finite MCMC adaption combined with new adaptive diagnostics, and it runs the tuned algorithm to converge to a target distribution and estimate the stationary mean of a functional.
Details
| Package: | atmcmc |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2014-09-16 |
| License: | GPL (>= 2) |
The main function is ‘atmcmc’, which is to run a MCMC algorithm with adaptive schemes and diagnostics embedded. ‘plotmcmc’ function is to get traceplots and histograms of output from an ‘atmcmc’ run. ‘summarymcmc’ function displays summary statistics from the output.
Author(s)
Jinyoung Yang
Maintainer: Jinyoung Yang <jinyoung.yang@mail.utoronto.ca>
References
Jinyoung Yang and Jeffrey S. Rosenthal. Automatically Tuned General-Purpose MCMC via New Convergence Diagnostics. Preprint, 2014.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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