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.
|Author||Christian P. Robert, Universite Paris Dauphine|
|Date of publication||2009-04-28 10:10:13|
|Maintainer||Christian P. Robert <firstname.lastname@example.org>|
|License||GPL (>= 2)|
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 Pima.tr 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