a9e57d0160
Simulates continuous distributions of random vectors using Markov chain Monte Carlo (MCMC). Users specify the distribution by an R function that evaluates the log unnormalized density. Algorithms are random walk Metropolis algorithm (function metrop), simulated tempering (function temper), and morphometric random walk Metropolis (Johnson and Geyer, Annals of Statistics, 2012, function morph.metrop), which achieves geometric ergodicity by change of variable. WWW: https://cran.r-project.org/web/packages/mcmc/
9 lines
514 B
Text
9 lines
514 B
Text
Simulates continuous distributions of random vectors using Markov
|
|
chain Monte Carlo (MCMC). Users specify the distribution by an R
|
|
function that evaluates the log unnormalized density. Algorithms
|
|
are random walk Metropolis algorithm (function metrop), simulated
|
|
tempering (function temper), and morphometric random walk Metropolis
|
|
(Johnson and Geyer, Annals of Statistics, 2012, function morph.metrop),
|
|
which achieves geometric ergodicity by change of variable.
|
|
|
|
WWW: https://cran.r-project.org/web/packages/mcmc/
|