mcsm: Functions for Monte Carlo Methods with R

mcsm contains a collection of functions that allows the reenactment of the R programs used in the book EnteR Monte Carlo Methods without further programming. Programs being available as well, they can be modified by the user to conduct one's own simulations.

Install the latest version of this package by entering the following in R:
AuthorChristian P. Robert, Universite Paris Dauphine
Date of publication2009-04-28 10:10:13
MaintainerChristian P. Robert <>
LicenseGPL (>= 2)

View on CRAN

Man pages

adapump: Illustration of the danger of adaptive MCMC for the pump...

betagen: Plot explaining accept-reject on a Beta(2.7,6.3) target

Braking: Quadratic regression on the car braking dataset

challenge: Slice sampler analysis of the challenger dataset

challenger: O-ring failures against temperature for shuttle launches

dmunorm: Density function of the multivariate normal distribution

dyadic: A dyadic antithetic improvement for a toy problem

EMcenso: EM paths for a censored normal model

Energy: Energy intake

gibbsmix: Implementation of a Gibbs sampler on a mixture posterior

hastings: Reproduction of Hastings' experiment

jamestein: Monte Carlo plots of the risks of James-Stein estimators

kscheck: Convergence assessment for the pump failure data

logima: Logistic analysis of the dataset with control...

maximple: Graphical representation of a toy example of simulated...

mhmix: Implement two Metropolis-Hastings algorithms on a mixture...

mochoice: An MCMC model choice illustration for the linear model

mump: Illustration of Gelman and Rubin's diagnostic on the pump...

normbyde: Compare two double-exponentials approximations to a normal...

pimamh: Langevin MCMC algorithm for the probit posterior

pimax: Monte Carlo approximation of a probit posterior marginal

randogibs: First illustrations of coda's output for the one-way random...

randogit: MCEM resolution for a probit maximum likelihood

randomeff: Gibbs sampler for a one-way random effect model

rdirichlet: Dirichlet generator

reparareff: Reparameterized version of the one-way random effect model

rmunorm: Random generator for the multivariate normal distribution

SAmix: Graphical representation of the simulated annealing sequence...

sqar: Illustration of some of coda's criterions on the noisy...

sqaradap: Illustration of the dangers of doing adaptive MCMC on a noisy...

test1: Poor chi-square generator

test2: Generic chi-square generator

test3: Approximate Poisson generator

test4: Replicate Poisson generator


adapump Man page
betagen Man page
Braking Man page
challenge Man page
challenger Man page
dmunorm Man page
dyadic Man page
EMcenso Man page
Energy Man page
gibbsmix Man page
hastings Man page
jamestein Man page
kscheck Man page
logima Man page
maximple Man page
mhmix Man page
mochoice Man page
mump Man page
normbyde Man page
pimamh Man page
pimax Man page
randogibs Man page
randogit Man page
randomeff Man page
rbeta Man page
rchisq Man page
rdirichlet Man page
reparareff Man page
rmunorm Man page
SAmix Man page
sqar Man page
sqaradap Man page
test1 Man page
test2 Man page
test3 Man page
test4 Man page

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