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: | 3.1.0 |
Depends: | R (≥ 3.5) |
Imports: | future.apply, progressr |
Suggests: | bayesplot, coda, mockery, testthat (≥ 3.0.0), knitr, rmarkdown |
Published: | 2024-03-20 |
DOI: | 10.32614/CRAN.package.mcmcensemble |
Author: | Hugo Gruson [cre, aut, cph], Sanda Dejanic [aut, cph], Andreas Scheidegger [aut, cph] |
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 |
Reference manual: | mcmcensemble.pdf |
Vignettes: |
Interaction of mcmcensemble with other packages for MCMC diagnostic and plotting Frequently Asked Questions |
Package source: | mcmcensemble_3.1.0.tar.gz |
Windows binaries: | r-devel: mcmcensemble_3.1.0.zip, r-release: mcmcensemble_3.1.0.zip, r-oldrel: mcmcensemble_3.1.0.zip |
macOS binaries: | r-release (arm64): mcmcensemble_3.1.0.tgz, r-oldrel (arm64): mcmcensemble_3.1.0.tgz, r-release (x86_64): mcmcensemble_3.1.0.tgz, r-oldrel (x86_64): mcmcensemble_3.1.0.tgz |
Old sources: | mcmcensemble archive |
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