mcmc (Q26546)
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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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Identifiers
17 December 2023
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