README.md

In petedodd/MCIR: Monte Carlo Inference Routines: A Collection of Generic Algorithms for Bayesian Inference

README

This R package implements some Monte Carlo algorithms for Bayesian inference that require minimal tuning, including:

• automated factor slice sampling (AFSS);
• affine-invariant ensemble sampling (AIES);
• No-U-Turn (NUTS) Hamiltonian Monte Carlo;
• and the MultiNest nested importance sampling algorithm.

Work in progress with AFSS as first stop in packaging...

License: please note this work is currently NOT for public use as there are license issues with some of the adaptations and also because it is incomplete and out of date. There may be better options available on CRAN etc.

petedodd/MCIR documentation built on Jan. 9, 2020, 9:18 a.m.