mcmc

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Software:26546



swMATH14648CRANmcmcMaRDI QIDQ26546

Markov Chain Monte Carlo

Charles J. Geyer

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.