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.
|Author||Charles J. Geyer <[email protected]> and Leif T. Johnson <[email protected]>|
|Maintainer||Charles J. Geyer <[email protected]>|
|License||MIT + file LICENSE|
|Package repository||View on CRAN|
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