mcmc (Q26546): Difference between revisions

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@@ Property / last update @@
-March 2020Timestamp +2020-03-21T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2020-03-21T00:00:00Z
-Timezone
++00:00
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+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update: 21 March 2020 / rank @@
-Normal rank
@@ Property / software version identifier @@
+.5-1
@@ Property / software version identifier: 0.5-1 / rank @@
+Normal rank
@@ Property / software version identifier: 0.5-1 / qualifier @@
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Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
-Timestamp
++2005-09-17T00:00:00Z
-Timezone
++00:00
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+Gregorian
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@@ Property / software version identifier @@
+.5
@@ Property / software version identifier: 0.5 / rank @@
+Normal rank
@@ Property / software version identifier: 0.5 / qualifier @@
+publication date: 5 April 2005Timestamp +2005-04-05T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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-Timestamp
++2005-04-05T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
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 After
@@ Property / software version identifier @@
+.6
@@ Property / software version identifier: 0.6 / rank @@
+Normal rank
@@ Property / software version identifier: 0.6 / qualifier @@
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Timezone +00:00
Calendar Gregorian
Precision 1 day
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-Timestamp
++2009-04-14T00:00:00Z
-Timezone
++00:00
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+Gregorian
-Precision
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@@ Property / software version identifier @@
+.7-2
@@ Property / software version identifier: 0.7-2 / rank @@
+Normal rank
@@ Property / software version identifier: 0.7-2 / qualifier @@
+publication date: 22 September 2009Timestamp +2009-09-22T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2009-09-22T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
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@@ Property / software version identifier @@
+.7-3
@@ Property / software version identifier: 0.7-3 / rank @@
+Normal rank
@@ Property / software version identifier: 0.7-3 / qualifier @@
+publication date: 9 October 2009Timestamp +2009-10-09T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
-Timestamp
++2009-10-09T00:00:00Z
-Timezone
++00:00
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+Gregorian
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@@ Property / software version identifier @@
+.7-5
@@ Property / software version identifier: 0.7-5 / rank @@
+Normal rank
@@ Property / software version identifier: 0.7-5 / qualifier @@
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Timezone +00:00
Calendar Gregorian
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After 0
-Timestamp
++2010-05-03T00:00:00Z
-Timezone
++00:00
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@@ Property / software version identifier @@
+.8
@@ Property / software version identifier: 0.8 / rank @@
+Normal rank
@@ Property / software version identifier: 0.8 / qualifier @@
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Timezone +00:00
Calendar Gregorian
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After 0
-Timestamp
++2012-01-15T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
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@@ Property / software version identifier @@
+.9-1
@@ Property / software version identifier: 0.9-1 / rank @@
+Normal rank
@@ Property / software version identifier: 0.9-1 / qualifier @@
+publication date: 22 August 2012Timestamp +2012-08-22T00:00:00Z
Timezone +00:00
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After 0
-Timestamp
++2012-08-22T00:00:00Z
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@@ Property / software version identifier @@
+.9-2
@@ Property / software version identifier: 0.9-2 / rank @@
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@@ Property / software version identifier: 0.9-2 / qualifier @@
+publication date: 31 March 2013Timestamp +2013-03-31T00:00:00Z
Timezone +00:00
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@@ Property / software version identifier @@
+.9-3
@@ Property / software version identifier: 0.9-3 / rank @@
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@@ Property / software version identifier: 0.9-3 / qualifier @@
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Timezone +00:00
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@@ Property / software version identifier @@
+.9-4
@@ Property / software version identifier: 0.9-4 / rank @@
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@@ Property / software version identifier: 0.9-4 / qualifier @@
+publication date: 17 July 2015Timestamp +2015-07-17T00:00:00Z
Timezone +00:00
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@@ Property / software version identifier @@
+.9-5
@@ Property / software version identifier: 0.9-5 / rank @@
+Normal rank
@@ Property / software version identifier: 0.9-5 / qualifier @@
+publication date: 16 April 2017Timestamp +2017-04-16T00:00:00Z
Timezone +00:00
Calendar Gregorian
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After 0
-Timestamp
++2017-04-16T00:00:00Z
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@@ Property / software version identifier @@
+.9-6.1
@@ Property / software version identifier: 0.9-6.1 / rank @@
+Normal rank
@@ Property / software version identifier: 0.9-6.1 / qualifier @@
+publication date: 16 February 2020Timestamp +2020-02-16T00:00:00Z
Timezone +00:00
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@@ Property / software version identifier @@
+.9-6
@@ Property / software version identifier: 0.9-6 / rank @@
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+publication date: 10 March 2019Timestamp +2019-03-10T00:00:00Z
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@@ Property / software version identifier @@
+.9
@@ Property / software version identifier: 0.9 / rank @@
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Timezone +00:00
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++00:00
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+Gregorian
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@@ Property / software version identifier @@
+.9-8
@@ Property / software version identifier: 0.9-8 / rank @@
+Normal rank
@@ Property / software version identifier: 0.9-8 / qualifier @@
+publication date: 16 November 2023Timestamp +2023-11-16T00:00:00Z
Timezone +00:00
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Precision 1 day
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-Timestamp
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@@ Property / last update @@
+November 2023Timestamp +2023-11-16T00:00:00Z
Timezone +00:00
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Precision 1 day
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-Timestamp
++2023-11-16T00:00:00Z
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++00:00
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+Gregorian
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@@ Property / last update: 16 November 2023 / rank @@
+Normal rank
@@ Property / description @@
+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.
+Normal rank
@@ Property / author @@
+Charles J. Geyer
@@ Property / author: Charles J. Geyer / rank @@
+Normal rank
@@ Property / copyright license @@
+MIT license
@@ Property / copyright license: MIT license / rank @@
+Normal rank
@@ Property / copyright license @@
+File License
@@ Property / copyright license: File License / rank @@
+Normal rank
@@ Property / copyright license: File License / qualifier @@
+URL: https://cran.r-project.org/web/packages/mcmc/LICENSE
@@ Property / depends on software @@
+R
@@ Property / depends on software: R / rank @@
+Normal rank
@@ Property / depends on software: R / qualifier @@
+software version identifier: ≥ 3.6.0
@@ Property / imports @@
+stats
@@ Property / imports: stats / rank @@
+Normal rank
@@ Property / cites work @@
+Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm
+Normal rank

Revision as of 11:54, 29 February 2024

Markov Chain Monte Carlo

Language	Label	Description	Also known as
English	mcmc	Markov Chain Monte Carlo

Statements

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software version identifier

0.9-7

publication date

21 March 2020

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0.5-1

publication date

17 September 2005

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0.5

publication date

5 April 2005

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0.6

publication date

14 April 2009

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0.7-2

publication date

22 September 2009

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0.7-3

publication date

9 October 2009

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0.7-5

publication date

3 May 2010

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0.8

publication date

15 January 2012

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0.9-1

publication date

22 August 2012

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0.9-2

publication date

31 March 2013

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0.9-3

publication date

2 April 2014

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0.9-4

publication date

17 July 2015

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0.9-5

publication date

16 April 2017

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0.9-6.1

publication date

16 February 2020

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0.9-6

publication date

10 March 2019

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0.9

publication date

3 July 2012

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0.9-8

publication date

16 November 2023

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16 November 2023

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description

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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https://cran.r-project.org/web/packages/mcmc/LICENSE

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depends on software