wwrechard/weierstrass: Combining posterior samples from multiple subsets.
Version 0.1

The Weierstrass sampler is a "divide-conquer-combine" type parallel MCMC sampler. The implementation in this package is the particular rejection sampler which directly works on the subset posterior samples as a post-processing sampler. The method make use of rejection sampling or importance sampling to combine the subset posterior samples for approximating the posterior obtained on the full data set.

Getting started

Package details

Maintainer
LicenseGPL-3
Version0.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("wwrechard/weierstrass")
wwrechard/weierstrass documentation built on May 28, 2017, 7:33 a.m.