Functions for Monte Carlo Methods with R

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 |

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