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, 2012, <doi:10.1214/12-AOS1048>, function morph.metrop), which achieves geometric ergodicity by change of variable.

Package details

AuthorCharles J. Geyer <[email protected]> and Leif T. Johnson <[email protected]>
MaintainerCharles J. Geyer <[email protected]>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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mcmc documentation built on May 2, 2019, 3:37 p.m.