d.e.mcmc: MCMC Ensemble sampler with the differential evolution jump...

In SandaD/MCMCEnsembleSampler: MCMC sampler

Description

Markov Chain Monte Carlo sampler: using the differential evolution jump move (implementation of the Ter Braak differential evolution)

Usage

d.e.mcmc(f, max.iter, n.walkers, n.dim, init.range, ...)

Arguments

f	a funtion to sample from
max.iter	the maximum number of function evaluations
n.walkers	the number of walkers (ensemble size)
n.dim	the number of parameters to sample
init.range	a matrix(nrow=n.dim, ncol=2) defying the initial range for all the parameters, every row of the matrix should contain the lower and the upper limit
...	all additional agruments of f

Value

List containing: samples[n.walkers,chain.length,n.dim] and $log.p[n.walkers,chain.length]

SandaD/MCMCEnsembleSampler documentation built on May 9, 2019, 12:25 p.m.