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.

Package details

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
Installation Install the latest version of this package by entering the following in R:
install.packages("mcmc")

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mcmc documentation built on May 29, 2017, 7:14 p.m.