metropolis: The Metropolis Algorithm

Learning and using the Metropolis algorithm for Bayesian fitting of a generalized linear model. The package vignette includes examples of hand-coding a logistic model using several variants of the Metropolis algorithm. The package also contains R functions for simulating posterior distributions of Bayesian generalized linear model parameters using guided, adaptive, guided-adaptive and random walk Metropolis algorithms. The random walk Metropolis algorithm was originally described in Metropolis et al (1953); <doi:10.1063/1.1699114>.

Package details

AuthorAlexander Keil [aut, cre]
MaintainerAlexander Keil <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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metropolis documentation built on Oct. 23, 2020, 7:42 p.m.