twDEMC-package: parallel DEMC

Description Details Author(s)


Parallel version of a differential evolution markov chain (DEMC) combined with simulated annealing (SA). DEMC is a variant of Monte Carlo Markov Chain (MCMC).


Method twDEMCSA automatically infers proper temperature decrease in simulated annealing (SA), based on mixing of different independent populations of DEMC chains.

Method twDEMCBlock.twDEMCPops can be used to continue sampling with explicitly specifying starting and end temperature.

Further functionality of the twDEMC package deals with

The workhorse for parallelized sampling of different populations and chains is function twDEMCBlockInt, which is usually called by twDEMCBlock.array or twDEMCBlock.twDEMCPops


Thomas Wutzler

twDEMC documentation built on May 31, 2017, 3:44 a.m.