Package: rjmcmc 0.4.5

rjmcmc: Reversible-Jump MCMC Using Post-Processing

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>.

Authors:Nick Gelling [aut, cre], Matthew R. Schofield [aut], Richard J. Barker [aut]

rjmcmc_0.4.5.tar.gz
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rjmcmc.pdf |rjmcmc.html
rjmcmc/json (API)

# Install 'rjmcmc' in R:
install.packages('rjmcmc', repos = c('https://nickgelling.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.48 score 1 packages 6 scripts 486 downloads 2 mentions 4 exports 7 dependencies

Last updated 5 years agofrom:0cc1714f63. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 31 2024
R-4.5-winNOTEOct 31 2024
R-4.5-linuxNOTEOct 31 2024
R-4.4-winNOTEOct 31 2024
R-4.4-macNOTEOct 31 2024
R-4.3-winNOTEOct 31 2024
R-4.3-macNOTEOct 31 2024

Exports:adiffdefaultpostgetsamplerrjmcmcpost

Dependencies:codaexpmlatticemadnessMatrixmatrixcalcmvtnorm