fmcmc

swMATH29501CRANfmcmcMaRDI QIDQ41215FDOQ41215

A friendly MCMC framework

George G. Vega Yon

Last update: 29 August 2023

Copyright license: MIT license, File License

Software version identifier: 0.5-1, 0.2-0, 0.3-0, 0.4-0, 0.5-0, 0.5-2

Source code repository: https://github.com/USCbiostats/fmcmc

Description

Provides a friendly (flexible) Markov Chain Monte Carlo (MCMC) framework for implementing Metropolis-Hastings algorithm in a modular way allowing users to specify automatic convergence checker, personalized transition kernels, and out-of-the-box multiple MCMC chains using parallel computing. Most of the methods implemented in this package can be found in Brooks et al. (2011, ISBN 9781420079425). Among the methods included, we have: Haario (2001) <doi:10.1007/s11222-011-9269-5> Adaptive Metropolis, Vihola (2012) <doi:10.1007/s11222-011-9269-5> Robust Adaptive Metropolis, and Thawornwattana et al. (2018) <doi:10.1214/17-BA1084> Mirror transition kernels.

Cites work

• Robust adaptive Metropolis algorithm with coerced acceptance rate
• Designing Simple and Efficient Markov Chain Monte Carlo Proposal Kernels

Cited In (2)

• Population design for synthetic gene circuits
• aphylo

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