mcmc
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Mcmc
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.
Cited in
(27)- Long range search for maximum likelihood in exponential families
- Estimating and Projecting Trends in HIV/AIDS Generalized Epidemics Using Incremental Mixture Importance Sampling
- Random number generation and estimation with the bimodal asymmetric power-normal distribution
- Laplace random effects models for interlaboratory studies
- Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm
- AMCMC
- BGX
- MCMCpack
- potts
- Grapham
- UNAIDS
- HybridMC
- versions
- AMCMC: an R interface for adaptive MCMC
- adaptMCMC
- atmcmc
- TBSSurvival
- nse
- fmcmc
- aster2
- Transform both sides model: a parametric approach
- The whetstone and the alum block: balanced objective Bayesian comparison of nested models for discrete data
- Automatically tuned general-purpose MCMC via new adaptive diagnostics
- prefeR
- Conditional random fields for pattern recognition applied to structured data
- ReliabilityTheory
- An efficient proposal distribution for Metropolis-Hastings using a \(B\)-splines technique
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