Convenience functions for multivariate MCMC using univariate samplers including: slice sampler with stepout and shrinkage (Neal, 2003), adaptive rejection sampler (Gilks and Wild, 1992), adaptive rejection Metropolis (Gilks et al 1995), and univariate Metropolis with Gaussian proposal.
| Version: | 1.0.0 |
| Imports: | ars, HI, coda |
| Suggests: | sns, RcppArmadillo, inline, mvtnorm |
| Published: | 2015-08-13 |
| Author: | Alireza S. Mahani, Mansour T.A. Sharabiani |
| Maintainer: | Alireza S. Mahani <alireza.mahani at sentrana.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Materials: | ChangeLog |
| CRAN checks: | MfUSampler results |
| Reference manual: | MfUSampler.pdf |
| Vignettes: |
Multivariate-from-Univariate MCMC Sampler: R Package MfUSampler |
| Package source: | MfUSampler_1.0.0.tar.gz |
| Windows binaries: | r-devel: MfUSampler_1.0.0.zip, r-release: MfUSampler_1.0.0.zip, r-oldrel: MfUSampler_1.0.0.zip |
| OS X Snow Leopard binaries: | r-release: MfUSampler_1.0.0.tgz, r-oldrel: MfUSampler_0.9.1.tgz |
| OS X Mavericks binaries: | r-release: MfUSampler_1.0.0.tgz |
| Old sources: | MfUSampler archive |
| Reverse depends: | BSGW |
| Reverse imports: | HBglm |
| Reverse suggests: | RegressionFactory, sns |