mcmc: Markov Chain Monte Carlo

Simulates continuous distributions of random vectors using Markov chain Monte Carlo (MCMC). Users specify the distribution by an R function that evaluates the log unnormalized density. Algorithms are random walk Metropolis algorithm (function metrop), simulated tempering (function temper), and morphometric random walk Metropolis (Johnson and Geyer, Annals of Statistics, 2012, function morph.metrop), which achieves geometric ergodicity by change of variable.

Author
Charles J. Geyer <charlie@stat.umn.edu> and Leif T. Johnson <ltjohnson@google.com>
Date of publication
2015-07-17 00:31:01
Maintainer
Charles J. Geyer <charlie@stat.umn.edu>
License
MIT + file LICENSE
Version
0.9-4
URLs

View on CRAN

Man pages

foo
Simulated logistic regression data.
initseq
Initial Sequence Estimators
logit
Simulated logistic regression data.
metrop
Metropolis Algorithm
morph
Variable Transformation
morph.metrop
Morphometric Metropolis Algorithm
olbm
Overlapping Batch Means
temper
Simulated Tempering and Umbrella Sampling

Files in this package

mcmc
mcmc/inst
mcmc/inst/doc
mcmc/inst/doc/metrop.pdf
mcmc/inst/doc/Makefile
mcmc/inst/doc/temper.pdf
mcmc/inst/doc/debug.R
mcmc/inst/doc/debug.Rnw
mcmc/inst/doc/bfst.pdf
mcmc/inst/doc/bfst.R
mcmc/inst/doc/metrop.tex
mcmc/inst/doc/morph.R
mcmc/inst/doc/temper.tex
mcmc/inst/doc/demo.R
mcmc/inst/doc/morph.pdf
mcmc/inst/doc/demo.Rnw
mcmc/inst/doc/demo.pdf
mcmc/inst/doc/bfst.Rnw
mcmc/inst/doc/debug.pdf
mcmc/inst/doc/morph.Rnw
mcmc/tests
mcmc/tests/logitnegidx.Rout.save
mcmc/tests/logitfunarg.Rout.save
mcmc/tests/logitfun.R
mcmc/tests/logitsub.Rout.save
mcmc/tests/morphtoo.Rout.save
mcmc/tests/isotropic.R
mcmc/tests/circle.Rout.save
mcmc/tests/logitfun.Rout.save
mcmc/tests/logitidx.R
mcmc/tests/temp-par.R
mcmc/tests/saveseed.R
mcmc/tests/logit.R
mcmc/tests/isotropic.Rout.save
mcmc/tests/logitlogidx.R
mcmc/tests/logitvec.Rout.save
mcmc/tests/initseq.Rout.save
mcmc/tests/logitnegidx.R
mcmc/tests/logit.Rout.save
mcmc/tests/morph.Rout.save
mcmc/tests/saveseedmorph.Rout.save
mcmc/tests/circle.R
mcmc/tests/morphtoo.R
mcmc/tests/logitvec.R
mcmc/tests/temp-ser.R
mcmc/tests/logitmat.R
mcmc/tests/saveseed.Rout.save
mcmc/tests/temp-ser-witch.Rout.save
mcmc/tests/logitbat.R
mcmc/tests/logitsubbat.R
mcmc/tests/morph.metrop.Rout.save
mcmc/tests/temp-par.Rout.save
mcmc/tests/saveseedmorph.R
mcmc/tests/logitmat.Rout.save
mcmc/tests/temp-ser-witch.R
mcmc/tests/morph.R
mcmc/tests/temp-par-witch.R
mcmc/tests/logitsub.R
mcmc/tests/logitbat.Rout.save
mcmc/tests/logitidx.Rout.save
mcmc/tests/logitsubbat.Rout.save
mcmc/tests/logitlogidx.Rout.save
mcmc/tests/temp-ser.Rout.save
mcmc/tests/logitfunarg.R
mcmc/tests/morph.metrop.R
mcmc/tests/initseq.R
mcmc/src
mcmc/src/temper.c
mcmc/src/getScalarInteger.c
mcmc/src/olbm.c
mcmc/src/isAllFinite.c
mcmc/src/metrop.c
mcmc/src/initseq.c
mcmc/src/getScalarLogical.c
mcmc/src/getListElement.c
mcmc/src/myutil.h
mcmc/NAMESPACE
mcmc/data
mcmc/data/foo.txt.gz
mcmc/data/logit.txt.gz
mcmc/R
mcmc/R/olbm.R
mcmc/R/morph.R
mcmc/R/temper.R
mcmc/R/metrop.R
mcmc/R/morph.metrop.R
mcmc/R/initseq.R
mcmc/vignettes
mcmc/vignettes/debug.Rnw
mcmc/vignettes/morph2.rda
mcmc/vignettes/morph1.rda
mcmc/vignettes/bfst1.rda
mcmc/vignettes/bfst2.rda
mcmc/vignettes/demo.Rnw
mcmc/vignettes/bfst.Rnw
mcmc/vignettes/morph.Rnw
mcmc/MD5
mcmc/build
mcmc/build/vignette.rds
mcmc/DESCRIPTION
mcmc/ChangeLog
mcmc/man
mcmc/man/metrop.Rd
mcmc/man/olbm.Rd
mcmc/man/logit.Rd
mcmc/man/morph.Rd
mcmc/man/morph.metrop.Rd
mcmc/man/initseq.Rd
mcmc/man/foo.Rd
mcmc/man/temper.Rd
mcmc/.Rinstignore
mcmc/LICENSE