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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, <https://doi.org/10.1214/12-AOS1048>, function morph.metrop), which achieves geometric ergodicity by change of variable.

copied from cf-staging / r-mcmc

Installers

Info: This package contains files in non-standard labels.
  • linux-64 v0.9_8
  • osx-64 v0.9_8
  • win-64 v0.9_8

conda install

To install this package run one of the following:
conda install conda-forge::r-mcmc
conda install conda-forge/label/cf201901::r-mcmc
conda install conda-forge/label/cf202003::r-mcmc
conda install conda-forge/label/gcc7::r-mcmc

Description


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