geommc: Geometric Markov Chain Sampling

Simulates from discrete and continuous target distributions using geometric Metropolis-Hastings (MH) algorithms. Users specify the target distribution by an R function that evaluates the log un-normalized pdf or pmf. The package also contains a function implementing a specific geometric MH algorithm for performing high dimensional Bayesian variable selection.

Getting started

Package details

AuthorVivekananda Roy [aut, cre] (<https://orcid.org/0000-0002-2964-9503>)
MaintainerVivekananda Roy <vroy@iastate.edu>
LicenseGPL (>= 3)
Version0.1.1
URL https://github.com/vroys/geommc
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("geommc")

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geommc documentation built on Oct. 19, 2024, 1:08 a.m.