overture: Tools for Writing MCMC

Simplifies MCMC setup by automatically looping through sampling functions and saving the results. Reduces the memory footprint of running MCMC and saves samples to disk as the chain runs. Allows samples from the chain to be analyzed while the MCMC is still running. Provides functions for commonly performed operations such as calculating Metropolis acceptance ratios and creating adaptive Metropolis samplers. References: Roberts and Rosenthal (2009) <doi:10.1198/jcgs.2009.06134>.

Getting started

Package details

AuthorKurtis Shuler [aut, cre]
MaintainerKurtis Shuler <kurtis.s.1122+CRAN@gmail.com>
URL https://github.com/kurtis-s/overture
Package repositoryView on CRAN
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overture documentation built on Aug. 11, 2019, 1:04 a.m.