fmcmc: A friendly MCMC framework

fmcmcR Documentation

A friendly MCMC framework

Description

The fmcmc package provides a flexible framework for implementing MCMC models using a lightweight in terms of dependencies. Among its main features, fmcmc allows:

Details

  • Implementing arbitrary transition kernels.

  • Incorporating convergence monitors for automatic stop.

  • Out-of-the-box parallel computing implementation for running multiple chains simultaneously.

For more information see the packages vignettes:

vignette("workflow-with-fmcmc", "fmcmc")

vignette("user-defined-kernels", "fmcmc")

References

Vega Yon et al., (2019). fmcmc: A friendly MCMC framework. Journal of Open Source Software, 4(39), 1427, \Sexpr[results=rd]{tools:::Rd_expr_doi("10.21105/joss.01427")}


fmcmc documentation built on Aug. 30, 2023, 1:09 a.m.