mcmcensemble: Ensemble Sampler for Affine-Invariant MCMC (original) (raw)
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>.
| Version: | 3.2.0 |
|---|---|
| Depends: | R (≥ 3.5) |
| Imports: | future.apply, progressr |
| Suggests: | bayesplot, coda, mockery, testthat (≥ 3.0.0), knitr, rmarkdown, mvtnorm |
| Published: | 2025-07-24 |
| DOI: | 10.32614/CRAN.package.mcmcensemble |
| Author: | Hugo Gruson |
| Maintainer: | Hugo Gruson <hugo.gruson+R at normalesup.org> |
| BugReports: | https://github.com/Bisaloo/mcmcensemble/issues |
| License: | GPL-2 |
| URL: | https://hugogruson.fr/mcmcensemble/,https://github.com/Bisaloo/mcmcensemble |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| In views: | Bayesian |
| CRAN checks: | mcmcensemble results |
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