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R-cran-mcmc
Jul 20, 2023
Markov Chain Monte Carlo
Simulates continuous distributions of random vectors using Markov chain Monte Carlo MCMC. Users specify the distribution by an R function that evaluates the log unnormalized density. Algorithms are random walk Metropolis algorithm function metrop, simulated tempering function temper, and morphometric random walk Metropolis Johnson and Geyer, Annals of Statistics, 2012, function morph.metrop, which achieves geometric ergodicity by change of variable.
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