Package: mcmcensemble 3.1.0.9000

mcmcensemble: Ensemble Sampler for Affine-Invariant MCMC

Provides ensemble samplers for affine-invariant Monte Carlo Markov Chain, which allow a faster convergence for badly scaled estimation problems. Two samplers are proposed: the 'differential.evolution' sampler from ter Braak and Vrugt (2008) <doi:10.1007/s11222-008-9104-9> and the 'stretch' sampler from Goodman and Weare (2010) <doi:10.2140/camcos.2010.5.65>.

Authors:Hugo Gruson [cre, aut, cph], Sanda Dejanic [aut, cph], Andreas Scheidegger [aut, cph]

mcmcensemble_3.1.0.9000.tar.gz
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mcmcensemble.pdf |mcmcensemble.html
mcmcensemble/json (API)
NEWS

# Install 'mcmcensemble' in R:
install.packages('mcmcensemble', repos = c('https://bisaloo.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/bisaloo/mcmcensemble/issues

On CRAN:

mcmcmcmc-sampler

1 exports 2 stars 1.10 score 8 dependencies 245 downloads

Last updated 4 months agofrom:326a1a0718

Exports:MCMCEnsemble

Dependencies:codetoolsdigestfuturefuture.applyglobalslistenvparallellyprogressr

Frequently Asked Questions

Rendered fromfaq.Rmdusingknitr::rmarkdownon Jun 20 2024.

Last update: 2021-04-30
Started: 2020-12-09

Interaction of mcmcensemble with other packages for MCMC diagnostic and plotting

Rendered fromdiagnostic-pkgs.Rmdusingknitr::rmarkdownon Jun 20 2024.

Last update: 2021-04-15
Started: 2021-04-14