mcsm: Functions for Monte Carlo Methods with R
Version 1.0

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.

Browse man pages Browse package API and functions Browse package files

AuthorChristian P. Robert, Universite Paris Dauphine
Date of publication2009-04-28 10:10:13
MaintainerChristian P. Robert <xian@ceremade.dauphine.fr>
LicenseGPL (>= 2)
Version1.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("mcsm")

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 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

Functions

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

Files

data
data/Energy.txt
data/challenger.txt
R
R/mhmix.R
R/SAmix.R
R/dmunorm.R
R/mump.R
R/rdirichlet.R
R/betagen.R
R/maximple.R
R/test1.R
R/normbyde.R
R/pimax.R
R/jamestein.R
R/randogit.R
R/randomeff.R
R/kscheck.R
R/mochoice.R
R/logima.R
R/test3.R
R/challenge.R
R/rmunorm.R
R/dyadic.R
R/hastings.R
R/adapump.R
R/sqar.R
R/reparareff.R
R/EMcenso.R
R/sqaradap.R
R/randogibs.R
R/gibbsmix.R
R/Braking.R
R/pimamh.R
DESCRIPTION
NAMESPACE
demo
demo/Chapter.1.R
demo/Chapter.6.R
demo/Chapter.5.R
demo/Chapter.4.R
demo/Chapter.7.R
demo/Chapter.3.R
demo/Chapter.8.R
demo/Chapter.2.R
demo/00Index
man
man/rmunorm.Rd
man/pimamh.Rd
man/mhmix.Rd
man/dyadic.Rd
man/test2.Rd
man/sqar.Rd
man/betagen.Rd
man/normbyde.Rd
man/maximple.Rd
man/sqaradap.Rd
man/test1.Rd
man/rdirichlet.Rd
man/kscheck.Rd
man/randogibs.Rd
man/mump.Rd
man/dmunorm.Rd
man/EMcenso.Rd
man/Energy.Rd
man/gibbsmix.Rd
man/pimax.Rd
man/hastings.Rd
man/reparareff.Rd
man/jamestein.Rd
man/mochoice.Rd
man/challenger.Rd
man/SAmix.Rd
man/logima.Rd
man/Braking.Rd
man/test3.Rd
man/randogit.Rd
man/test4.Rd
man/adapump.Rd
man/randomeff.Rd
man/challenge.Rd
mcsm documentation built on May 19, 2017, 11:40 p.m.