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mcmcensemble: Ensemble Sampler for Affine-Invariant MCMC
Provides ensemble samplers for affine-invariant Monte Carlo Markov Chain, which allow a faster convergence for badly scaled estimation problems. Two samplers are proposed: the 'differential.evolution' sampler from ter Braak and Vrugt (2008) <doi:10.1007/s11222-008-9104-9> and the 'stretch' sampler from Goodman and Weare (2010) <doi:10.2140/camcos.2010.5.65>.
Getting started
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Package details |
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| Author | Hugo Gruson [cre, aut, cph] (ORCID: <https://orcid.org/0000-0002-4094-1476>), Sanda Dejanic [aut, cph], Andreas Scheidegger [aut, cph] (ORCID: <https://orcid.org/0000-0003-2575-2172>) |
| Maintainer | Hugo Gruson <hugo.gruson+R@normalesup.org> |
| License | GPL-2 |
| Version | 3.2.0 |
| URL | https://hugogruson.fr/mcmcensemble/ https://github.com/Bisaloo/mcmcensemble |
| Package repository | View on CRAN |
| Installation |
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