mcmc (Q26546): Difference between revisions
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| Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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software version identifier: ≥ 3.6.0 | |||||||||||||||
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| Property / Software Heritage ID: swh:1:snp:3cf0784b911efabc32cd8bed7ae0420699d2e846 / qualifier | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:3cf0784b911efabc32cd8bed7ae0420699d2e846 / qualifier | |||||||||||||||
point in time: 17 December 2023
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Latest revision as of 18:08, 21 March 2024
Markov Chain Monte Carlo
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | mcmc |
Markov Chain Monte Carlo |
Statements
16 November 2023
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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, 2012, <doi:10.1214/12-AOS1048>, function morph.metrop), which achieves geometric ergodicity by change of variable.
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17 December 2023
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