10 lines
514 B
Text
10 lines
514 B
Text
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Simulates continuous distributions of random vectors using Markov
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chain Monte Carlo (MCMC). Users specify the distribution by an R
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function that evaluates the log unnormalized density. Algorithms
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are random walk Metropolis algorithm (function metrop), simulated
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tempering (function temper), and morphometric random walk Metropolis
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(Johnson and Geyer, Annals of Statistics, 2012, function morph.metrop),
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which achieves geometric ergodicity by change of variable.
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WWW: https://cran.r-project.org/web/packages/mcmc/
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