Installation
About
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.
www.stat.umn.edu/geyer/mcmc/ | |
github.com/cjgeyer/mcmc |
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