gibbs.met: Naive Gibbs Sampling with Metropolis Steps

This package provides two generic functions for performing Markov chain sampling in a naive way for a user-defined target distribution, which involves only continuous variables. The function "gibbs_met" performs Gibbs sampling with each 1-dimensional distribution sampled with Metropolis update using Gaussian proposal distribution centered at the previous state. The function "met_gaussian" updates the whole state with Metropolis method using independent Gaussian proposal distribution centered at the previous state. The sampling is carried out without considering any special tricks for improving efficiency. This package is aimed at only routine applications of MCMC in moderate-dimensional problems.

AuthorLonghai Li <longhai@math.usask.ca>
Date of publication2012-10-29 08:58:54
MaintainerLonghai Li <longhai@math.usask.ca>
LicenseGPL (>= 2)
Version1.1-3
\url{http://www.r-project.org}, \url{http://math.usask.ca/~longhai}

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Functions

begin.gibbs.met Man page
gibbs_met Man page
met_gaussian Man page

Files

gibbs.met
gibbs.met/NAMESPACE
gibbs.met/man
gibbs.met/man/gibbs.Rd
gibbs.met/DESCRIPTION
gibbs.met/MD5
gibbs.met/R
gibbs.met/R/gibbs-met.R gibbs.met/R/firstlib.R

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