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.

AuthorCharles J. Geyer <charlie@stat.umn.edu> and Leif T. Johnson <ltjohnson@google.com>
Date of publication2015-07-17 00:31:01
MaintainerCharles J. Geyer <charlie@stat.umn.edu>
LicenseMIT + file LICENSE
Version0.9-4
http://www.stat.umn.edu/geyer/mcmc/, https://github.com/cjgeyer/mcmc

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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

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