mcmc (Q26546)

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Markov Chain Monte Carlo
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English
mcmc
Markov Chain Monte Carlo

    Statements

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    0.9-7
    21 March 2020
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    0.5-1
    17 September 2005
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    0.5
    5 April 2005
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    0.6
    14 April 2009
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    0.7-2
    22 September 2009
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    0.7-3
    9 October 2009
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    0.7-5
    3 May 2010
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    0.8
    15 January 2012
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    0.9-1
    22 August 2012
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    0.9-2
    31 March 2013
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    0.9-3
    2 April 2014
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    0.9-4
    17 July 2015
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    0.9-5
    16 April 2017
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    0.9-6.1
    16 February 2020
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    0.9-6
    10 March 2019
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    0.9
    3 July 2012
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    0.9-8
    16 November 2023
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    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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