mcmc: Markov Chain Monte Carlo
Version 0.9-5

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, 2012, , function morph.metrop), which achieves geometric ergodicity by change of variable.

Browse man pages Browse package API and functions Browse package files

AuthorCharles J. Geyer <charlie@stat.umn.edu> and Leif T. Johnson <ltjohnson@google.com>
Date of publication2017-04-16 10:23:50 UTC
MaintainerCharles J. Geyer <charlie@stat.umn.edu>
LicenseMIT + file LICENSE
Version0.9-5
URL http://www.stat.umn.edu/geyer/mcmc/ https://github.com/cjgeyer/mcmc
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("mcmc")

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

Functions

euclid.norm Source code
exponential Source code
foo Man page
identity.func Source code
initseq Man page Source code
isotropic Source code
isotropic.logjacobian Source code
logit Man page
make.outfun Source code
metrop Man page Source code
metrop.function Man page Source code
metrop.metropolis Man page Source code
morph Man page Source code
morph.identity Man page Source code
morph.metrop Man page Source code
morph.metrop.function Man page Source code
morph.metrop.morph.metropolis Man page Source code
morph.unmorph Source code
newton.raphson Source code
olbm Man page Source code
subexponential Source code
temper Man page Source code
temper.function Man page Source code
temper.tempering Man page Source code

Files

inst
inst/designDoc
inst/designDoc/Makefile
inst/designDoc/metrop.tex
inst/designDoc/temper.tex
inst/doc
inst/doc/metrop.pdf
inst/doc/temper.pdf
inst/doc/debug.R
inst/doc/debug.Rnw
inst/doc/bfst.pdf
inst/doc/bfst.R
inst/doc/morph.R
inst/doc/demo.R
inst/doc/morph.pdf
inst/doc/demo.Rnw
inst/doc/demo.pdf
inst/doc/bfst.Rnw
inst/doc/debug.pdf
inst/doc/morph.Rnw
tests
tests/logitnegidx.Rout.save
tests/logitfunarg.Rout.save
tests/logitfun.R
tests/logitsub.Rout.save
tests/morphtoo.Rout.save
tests/isotropic.R
tests/circle.Rout.save
tests/logitfun.Rout.save
tests/logitidx.R
tests/temp-par.R
tests/accept-batch.R
tests/saveseed.R
tests/logit.R
tests/isotropic.Rout.save
tests/logitlogidx.R
tests/logitvec.Rout.save
tests/initseq.Rout.save
tests/logitnegidx.R
tests/logit.Rout.save
tests/morph.Rout.save
tests/saveseedmorph.Rout.save
tests/circle.R
tests/morphtoo.R
tests/logitvec.R
tests/temp-ser.R
tests/logitmat.R
tests/saveseed.Rout.save
tests/temp-ser-witch.Rout.save
tests/logitbat.R
tests/logitsubbat.R
tests/morph.metrop.Rout.save
tests/temp-par.Rout.save
tests/saveseedmorph.R
tests/logitmat.Rout.save
tests/temp-ser-witch.R
tests/morph.R
tests/temp-par-witch.R
tests/logitsub.R
tests/logitbat.Rout.save
tests/logitidx.Rout.save
tests/logitsubbat.Rout.save
tests/logitlogidx.Rout.save
tests/temp-ser.Rout.save
tests/logitfunarg.R
tests/morph.metrop.R
tests/accept-batch.Rout.save
tests/initseq.R
src
src/Makevars
src/temper.c
src/getScalarInteger.c
src/olbm.c
src/mcmc.h
src/isAllFinite.c
src/metrop.c
src/initseq.c
src/getScalarLogical.c
src/init.c
src/getListElement.c
src/myutil.h
NAMESPACE
data
data/foo.txt.gz
data/logit.txt.gz
R
R/olbm.R
R/morph.R
R/temper.R
R/metrop.R
R/morph.metrop.R
R/initseq.R
vignettes
vignettes/debug.Rnw
vignettes/morph2.rda
vignettes/morph1.rda
vignettes/bfst1.rda
vignettes/bfst2.rda
vignettes/demo.Rnw
vignettes/bfst.Rnw
vignettes/morph.Rnw
MD5
build
build/vignette.rds
DESCRIPTION
ChangeLog
man
man/metrop.Rd
man/olbm.Rd
man/logit.Rd
man/morph.Rd
man/morph.metrop.Rd
man/initseq.Rd
man/foo.Rd
man/temper.Rd
.Rinstignore
LICENSE
mcmc documentation built on May 19, 2017, 5:38 p.m.