demc2: Adaptive MCMC on real parameter spaces via Differential...
In CajoterBraak/demc2: demc2 implements adaptive MCMC on real parameter spaces via Differential Evolution Markov Chain
Description
Details
References
Description
demc2 implements both the origal Markovian demc version of ter Braak (2006) and
the egodic demc_zc version of ter Braak & Vrugt (2008) using learning from the past and the snooker update.
Convergence can be checked with coda.
The demc package allows restarts.
Details
The functions that you're likely need from demc are
demc and demc_zs for generating samples and
as.coda to be able to use package coda for convergence checks
References
ter Braak, C. J. F. (2006). A Markov Chain Monte Carlo version of the genetic algorithm Differential Evolution: easy Bayesian computing for real parameter spaces. Statistics and Computing, 16, 239-249.http://edepot.wur.nl/26336
ter Braak C. J. F., and Vrugt J. A. (2008). Differential Evolution Markov Chain with snooker updater and fewer chains. Statistics and Computing, 18 (4), 435-446. http://dx.doi.org/10.1007/s11222-008-9104-9
CajoterBraak/demc2 documentation built on Dec. 16, 2019, 10:48 p.m.
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Description Details References
Description
demc2 implements both the origal Markovian demc version of ter Braak (2006) and
the egodic demc_zc version of ter Braak & Vrugt (2008) using learning from the past and the snooker update.
Convergence can be checked with coda.
The demc package allows restarts.
Details
The functions that you're likely need from demc are
demc and demc_zs for generating samples and
as.coda to be able to use package coda for convergence checks
References
ter Braak, C. J. F. (2006). A Markov Chain Monte Carlo version of the genetic algorithm Differential Evolution: easy Bayesian computing for real parameter spaces. Statistics and Computing, 16, 239-249.http://edepot.wur.nl/26336 ter Braak C. J. F., and Vrugt J. A. (2008). Differential Evolution Markov Chain with snooker updater and fewer chains. Statistics and Computing, 18 (4), 435-446. http://dx.doi.org/10.1007/s11222-008-9104-9
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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