Provides a friendly (flexible) Markov Chain Monte Carlo (MCMC) framework for implementing Metropolis-Hastings algorithm in a modular way allowing users to specify automatic convergence checker, personalized transition kernels, and out-of-the-box multiple MCMC chains using parallel computing. Most of the methods implemented in this package can be found in Brooks et al. (2011, ISBN 9781420079425). Among the methods included, we have: Haario (2001) <doi:10.1007/s11222-011-9269-5> Adaptive Metropolis, Vihola (2012) <doi:10.1007/s11222-011-9269-5> Robust Adaptive Metropolis, and Thawornwattana et al. (2018) <doi:10.1214/17-BA1084> Mirror transition kernels.
Version: | 0.5-2 |
Depends: | R (≥ 3.3.0) |
Imports: | parallel, coda, stats, methods, MASS, Matrix |
Suggests: | covr, knitr, rmarkdown, mcmc, tinytest, mvtnorm |
Published: | 2023-08-29 |
DOI: | 10.32614/CRAN.package.fmcmc |
Author: | George Vega Yon [aut, cre], Paul Marjoram [ctb, ths], National Cancer Institute (NCI) [fnd] (Grant Number 5P01CA196569-02), Fabian Scheipl [rev] (JOSS reviewer) |
Maintainer: | George Vega Yon <g.vegayon at gmail.com> |
BugReports: | https://github.com/USCbiostats/fmcmc/issues |
License: | MIT + file LICENSE |
URL: | https://github.com/USCbiostats/fmcmc |
NeedsCompilation: | no |
Language: | en-US |
Citation: | fmcmc citation info |
Materials: | NEWS ChangeLog |
CRAN checks: | fmcmc results |
Reference manual: | fmcmc.pdf |
Vignettes: |
Advanced features User-defined kernels Workflow with fmcmc |
Package source: | fmcmc_0.5-2.tar.gz |
Windows binaries: | r-devel: fmcmc_0.5-2.zip, r-release: fmcmc_0.5-2.zip, r-oldrel: fmcmc_0.5-2.zip |
macOS binaries: | r-release (arm64): fmcmc_0.5-2.tgz, r-oldrel (arm64): fmcmc_0.5-2.tgz, r-release (x86_64): fmcmc_0.5-2.tgz, r-oldrel (x86_64): fmcmc_0.5-2.tgz |
Old sources: | fmcmc archive |
Reverse imports: | aphylo |
Reverse suggests: | ergmito |
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