blockDemac: parallel DEMC with several parameter blocks

Parallel version of a DEMC differential evolution markov chain. DEMC is a variant of MCMC monte carlo markov chain. Different subsets, i.e. blocks, of parameter vector, can be updated by different logDensity functions or different Gibbs samplers.

Getting started

Package details

AuthorThomas Wutzler
MaintainerThomas Wutzler <[email protected]>
LicenseGPL (>=2)
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("blockDemac", repos="")

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blockDemac documentation built on May 31, 2017, 2:25 a.m.