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] (<>)
MaintainerVivekananda Roy <>
LicenseGPL (>= 3)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

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geommc documentation built on June 27, 2024, 9:08 a.m.