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 <xian@ceremade.dauphine.fr> |

License | GPL (>= 2) |

Version | 1.0 |

**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

mcsm

mcsm/data

mcsm/data/Energy.txt

mcsm/data/challenger.txt

mcsm/R

mcsm/R/mhmix.R
mcsm/R/SAmix.R
mcsm/R/dmunorm.R
mcsm/R/mump.R
mcsm/R/rdirichlet.R
mcsm/R/betagen.R
mcsm/R/maximple.R
mcsm/R/test1.R
mcsm/R/normbyde.R
mcsm/R/pimax.R
mcsm/R/jamestein.R
mcsm/R/randogit.R
mcsm/R/randomeff.R
mcsm/R/kscheck.R
mcsm/R/mochoice.R
mcsm/R/logima.R
mcsm/R/test3.R
mcsm/R/challenge.R
mcsm/R/rmunorm.R
mcsm/R/dyadic.R
mcsm/R/hastings.R
mcsm/R/adapump.R
mcsm/R/sqar.R
mcsm/R/reparareff.R
mcsm/R/EMcenso.R
mcsm/R/sqaradap.R
mcsm/R/randogibs.R
mcsm/R/gibbsmix.R
mcsm/R/Braking.R
mcsm/R/pimamh.R
mcsm/DESCRIPTION

mcsm/NAMESPACE

mcsm/demo

mcsm/demo/Chapter.1.R

mcsm/demo/Chapter.6.R

mcsm/demo/Chapter.5.R

mcsm/demo/Chapter.4.R

mcsm/demo/Chapter.7.R

mcsm/demo/Chapter.3.R

mcsm/demo/Chapter.8.R

mcsm/demo/Chapter.2.R

mcsm/demo/00Index

mcsm/man

mcsm/man/rmunorm.Rd
mcsm/man/pimamh.Rd
mcsm/man/mhmix.Rd
mcsm/man/dyadic.Rd
mcsm/man/test2.Rd
mcsm/man/sqar.Rd
mcsm/man/betagen.Rd
mcsm/man/normbyde.Rd
mcsm/man/maximple.Rd
mcsm/man/sqaradap.Rd
mcsm/man/test1.Rd
mcsm/man/rdirichlet.Rd
mcsm/man/kscheck.Rd
mcsm/man/randogibs.Rd
mcsm/man/mump.Rd
mcsm/man/dmunorm.Rd
mcsm/man/EMcenso.Rd
mcsm/man/Energy.Rd
mcsm/man/gibbsmix.Rd
mcsm/man/pimax.Rd
mcsm/man/hastings.Rd
mcsm/man/reparareff.Rd
mcsm/man/jamestein.Rd
mcsm/man/mochoice.Rd
mcsm/man/challenger.Rd
mcsm/man/SAmix.Rd
mcsm/man/logima.Rd
mcsm/man/Braking.Rd
mcsm/man/test3.Rd
mcsm/man/randogit.Rd
mcsm/man/test4.Rd
mcsm/man/adapump.Rd
mcsm/man/randomeff.Rd
mcsm/man/challenge.Rd
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