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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
Browse package contents
Package details |
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| Author | Kurtis Shuler [aut, cre] |
| Maintainer | Kurtis Shuler <kurtis.s.1122+CRAN@gmail.com> |
| License | LGPL-3 |
| Version | 0.4-0 |
| URL | https://github.com/kurtis-s/overture |
| Package repository | View on CRAN |
| Installation |
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