kkdey/tmcmcR: tmcmcR : a R/C++ package for Transformation based Markov Chain Monte Carlo
This package performs fast Transformation based Markov Chain Monte Carlo (TMCMC),Transdimensional Transformation based Markov Chain Monte Carlo (TTMCMC), Adaptive versions of RWMH and TMCMC, along with MC3 (Metropolis Coupled MCMC) and R-MC3 (Randomized MC3) and R-TMC3 (Randomized Transformation based MC3) meant for use in case of multimodal target densities.
Getting started
Browse package contents
Package details |
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| Maintainer | Kushal K Dey<kkdey@uchicago.edu> |
| License | GPL (>= 2) |
| Version | 0.1.2 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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