README.md
In dvats/portkey: Bernoulli Factory MCMC: Portkey Two-Coin Algorithm for Markov Chain Monte Carlo
portkey
An R package for implementing the Portkey two-coin Bernoulli factory of Vats et. al. (2020). The main function is portkey which is meant to be used within an MCMC algorithm to determine whether the move should be accepted or rejected. The regular two-coin algorithm can also be implemented using twocoin which just calls portkey for beta = 1.
Installation
This R package is not on CRAN and is hosted on GitHub only.
To download this development repo, through the the devtools package:
# install.packages("devtools")
library(devtools)
devtools::install_github("dvats/portkey")
dvats/portkey documentation built on Oct. 16, 2020, 12:40 a.m.
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.
portkey
An R package for implementing the Portkey two-coin Bernoulli factory of Vats et. al. (2020). The main function is portkey which is meant to be used within an MCMC algorithm to determine whether the move should be accepted or rejected. The regular two-coin algorithm can also be implemented using twocoin which just calls portkey for beta = 1.
Installation
This R package is not on CRAN and is hosted on GitHub only.
To download this development repo, through the the devtools package:
# install.packages("devtools")
library(devtools)
devtools::install_github("dvats/portkey")
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.