Installation
About
Tools for Markov Chain Monte Carlo (MCMC) simulation and performance analysis. Simulate MCMC algorithms including adaptive MCMC, evaluate their convergence rate, and compare candidate MCMC algorithms for a same target density, based on entropy and Kullback-Leibler divergence criteria. MCMC algorithms can be simulated using provided functions, or imported from external codes. This package is based upon work starting with Chauveau, D. and Vandekerkhove, P. (2013) doi:10.1051/ps/2012004 and next articles.
Citation | EntropyMCMC citation info |
Key Metrics
Downloads
Yesterday | 8 0% |
Last 7 days | 48 -4% |
Last 30 days | 184 +12% |
Last 90 days | 455 -37% |
Last 365 days | 2.264 -19% |