MHadaptive: General Markov Chain Monte Carlo for Bayesian Inference using
adaptive Metropolis-Hastings sampling
Performs general Metropolis-Hastings Markov Chain Monte
Carlo sampling of a user defined function which returns the
un-normalized value (likelihood times prior) of a Bayesian
model. The proposal variance-covariance structure is updated
adaptively for efficient mixing when the structure of the
target distribution is unknown. The package also provides some
functions for Bayesian inference including Bayesian Credible
Intervals (BCI) and Deviance Information Criterion (DIC)
calculation.
Version: |
1.1-8 |
Depends: |
MASS, R (≥ 2.14.0) |
Published: |
2012-03-24 |
Author: |
Corey Chivers |
Maintainer: |
Corey Chivers <corey.chivers at mail.mcgill.ca> |
License: |
GPL (≥ 3) (see file LICENSE) |
NeedsCompilation: |
no |
Materials: |
ChangeLog |
CRAN checks: |
MHadaptive results |
Downloads:
Reverse dependencies:
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