dirmcmc: dirmcmc: A package implementing Directional Metropolis...
In dirmcmc: Directional Metropolis Hastings Algorithm
Description
dirmcmc package provides functions for simulating from a target distribution with known log unnormalized density and its derivative. The derivative information is needed to construct the DMH kernel, which is a generalization of random walk Metropolis Hastings kernel.
dirmcmc functions
metropdir: Implements the dmh algorithm to simulate from a given density.
metropdir.adapt: Adaptive version of DMH algorithm.
iact: Integrated auto correlation times of a univariate chain.
msjd: Mean square jump distance of a multivariate chain.
mcmcdiag: Some summary of diagnostics of a given chain.
dirmcmc documentation built on May 2, 2019, 4:14 a.m.
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Description
dirmcmc package provides functions for simulating from a target distribution with known log unnormalized density and its derivative. The derivative information is needed to construct the DMH kernel, which is a generalization of random walk Metropolis Hastings kernel.
dirmcmc functions
metropdir: Implements the dmh algorithm to simulate from a given density.
metropdir.adapt: Adaptive version of DMH algorithm.
iact: Integrated auto correlation times of a univariate chain.
msjd: Mean square jump distance of a multivariate chain.
mcmcdiag: Some summary of diagnostics of a given chain.
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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