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| Label | Latest Version |
|---|---|
| main | 0.9_5 |
| cf201901 | 0.9_5 |
| cf202003 | 0.9_5 |
| gcc7 | 0.9_5 |
