geommc: Geometric Markov Chain Sampling (original) (raw)
Simulates from discrete and continuous target distributions using geometric Metropolis-Hastings (MH) algorithms. Users specify the target distribution by an R function that evaluates the log un-normalized pdf or pmf. The package also contains a function implementing a specific geometric MH algorithm for performing high dimensional Bayesian variable selection.
| Version: | 0.1.1 |
|---|---|
| Imports: | Rcpp (≥ 1.0.12), cubature, magrittr, Matrix, matrixcalc, mcmc |
| LinkingTo: | Rcpp |
| Published: | 2024-10-18 |
| DOI: | 10.32614/CRAN.package.geommc |
| Author: | Vivekananda Roy |
| Maintainer: | Vivekananda Roy |
| License: | GPL (≥ 3) |
| URL: | https://github.com/vroys/geommc |
| NeedsCompilation: | yes |
| CRAN checks: | geommc results |
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