r-rjmcmc 0.4.5
Channel: guix-cran
Home page: https://cran.r-project.org/package=rjmcmc
Licenses: GPL 3
Synopsis: Reversible-Jump MCMC Using Post-Processing
Description:
This package performs reversible-jump Markov chain Monte Carlo (Green, 1995) <doi:10.2307/2337340>, specifically the restriction introduced by Barker & Link (2013) <doi:10.1080/00031305.2013.791644>. By utilising a universal parameter space, RJMCMC is treated as a Gibbs sampling problem. Previously-calculated posterior distributions are used to quickly estimate posterior model probabilities. Jacobian matrices are found using automatic differentiation. For a detailed description of the package, see Gelling, Schofield & Barker (2019) <doi:10.1111/anzs.12263>.
Total results: 2