Tools for Markov Chain Monte Carlo (MCMC) simulation and performance analysis. Simulate MCMC algorithms including adaptive MCMC, evaluate their convergence rate, and compare candidate MCMC algorithms for a same target density, based on entropy and Kullback-Leibler divergence criteria. MCMC algorithms can be simulated using provided functions, or imported from external codes. This package is based upon work starting with Chauveau, D. and Vandekerkhove, P. (2013) <doi:10.1051/ps/2012004> and next ...
Latest Versions
1 versions →| Version | Vulnerabilities | Usages | Date | |
|---|---|---|---|---|
1.0.x | 1.0.4-b1 |
0
| May 29, 2022 |
