rjmcmc: Reversible-Jump MCMC Using Post-Processing
Version 0.4.0

Performs reversible-jump Markov chain Monte Carlo (Green, 1995) , specifically the restriction introduced by Barker & Link (2013) . By utilising a 'universal parameter' space, RJMCMC is treated as a Gibbs sampling problem. Previously-calculated posterior distributions are used to quickly estimate posterior model probabilities. Jacobian matrices are found using automatic differentiation.

Package details

AuthorNick Gelling [aut, cre], Matthew R. Schofield [aut], Richard J. Barker [aut]
Date of publication2017-11-02 04:38:11 UTC
MaintainerNick Gelling <[email protected]>
LicenseGPL-3
Version0.4.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("rjmcmc")

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rjmcmc documentation built on Nov. 17, 2017, 7:30 a.m.