Markov Chain Monte Carlo algorithms and rejection sampling in R. MCMCR provides general-purpose MCMC algorithms for use in R. Algorithms will be optimized for speed and efficiency in general use as this packages continues to develop.
Currently there isn't a release on CRAN,
though one day, when I am statisfied with the optimizations, there may be.
You can still download the zip or tar ball.
Then decompress and run R CMD INSTALL
on it,
or use the devtools package to install the development version.
## Make sure your current packages are up to date
update.packages()
## devtools is required
library(devtools)
install_github("MCMCR", "MarcoDVisser")
require(MCMCR)
priors<-function(a){
a[1]<-runif(1,-1000,1000)
a[2]<-runif(1,0,1000)
return(a)
}
LL<-function(a,dat){
dnorm(dat,a[1],a[2],log=TRUE)
}
dat<-rnorm(100,20,220)
results<-rs(dat,c(1,1),LL,priors,N=1000)
Package is being tested.. more to follow
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