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:

Reference manual: MHadaptive.pdf
Package source: MHadaptive_1.1-8.tar.gz
Windows binaries: r-devel: MHadaptive_1.1-8.zip, r-release: MHadaptive_1.1-8.zip, r-oldrel: MHadaptive_1.1-8.zip
macOS binaries: r-release: MHadaptive_1.1-8.tgz, r-oldrel: MHadaptive_1.1-8.tgz
Old sources: MHadaptive archive

Reverse dependencies:

Reverse depends: AdjBQR, ltbayes
Reverse imports: intsurvbin, pssm

Linking:

Please use the canonical form https://CRAN.R-project.org/package=MHadaptive to link to this page.