mcmc
swMATH14648CRANmcmcMaRDI QIDQ26546FDOQ26546
Markov Chain Monte Carlo
Last update: 16 November 2023
Copyright license: MIT license, File License
Software version identifier: 0.9-7, 0.5-1, 0.5, 0.6, 0.7-2, 0.7-3, 0.7-5, 0.8, 0.9-1, 0.9-2, 0.9-3, 0.9-4, 0.9-5, 0.9-6.1, 0.9-6, 0.9, 0.9-8
Source code repository: https://github.com/cran/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 (15)
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- Long range search for maximum likelihood in exponential families
- Automatically tuned general-purpose MCMC via new adaptive diagnostics
- Estimating and Projecting Trends in HIV/AIDS Generalized Epidemics Using Incremental Mixture Importance Sampling
- MCMCpack
- Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm
- nse
- AMCMC: an R interface for adaptive MCMC
- prefeR
- ReliabilityTheory
- Transform both sides model: a parametric approach
- An efficient proposal distribution for Metropolis-Hastings using a \(B\)-splines technique
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