Rmodule: Automated Markov Chain Monte Carlo for Arbitrarily Structured Correlation Matrices (original) (raw)
Supports automated Markov chain Monte Carlo for arbitrarily structured correlation matrices. The user supplies data, a correlation matrix in symbolic form, the current state of the chain, a function that computes the log likelihood, and a list of prior distributions. The package's flagship function then carries out a parameter-at-a-time update of all correlation parameters, and returns the new state. The method is presented in Hughes (2023), in preparation.
Version: | 1.0 |
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Imports: | Rcpp (≥ 1.0.9), utils, Matrix |
LinkingTo: | Rcpp, RcppArmadillo |
Published: | 2023-08-18 |
DOI: | 10.32614/CRAN.package.Rmodule |
Author: | John Hughes [aut, cre] |
Maintainer: | John Hughes |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: | yes |
CRAN checks: | Rmodule results |
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