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MfUSampler: Multivariate-from-Univariate (MfU) MCMC Sampler

Convenience functions for multivariate MCMC using univariate samplers including: slice sampler with stepout and shrinkage (Neal (2003) <doi:10.1214/aos/1056562461>), adaptive rejection sampler (Gilks and Wild (1992) <doi:10.2307/2347565>), adaptive rejection Metropolis (Gilks et al (1995) <doi:10.2307/2986138>), and univariate Metropolis with Gaussian proposal.

Version: 1.1.0
Imports: ars, coda, dlm
Suggests: sns, RcppArmadillo, inline, mvtnorm
Published: 2022-12-08
DOI: 10.32614/CRAN.package.MfUSampler
Author: Alireza S. Mahani, Mansour T.A. Sharabiani
Maintainer: Alireza S. Mahani <alireza.s.mahani at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: MfUSampler citation info
Materials: ChangeLog
CRAN checks: MfUSampler results

Documentation:

Reference manual: MfUSampler.pdf
Vignettes: Multivariate-from-Univariate MCMC Sampler: R Package MfUSampler

Downloads:

Package source: MfUSampler_1.1.0.tar.gz
Windows binaries: r-devel: MfUSampler_1.1.0.zip, r-release: MfUSampler_1.1.0.zip, r-oldrel: MfUSampler_1.1.0.zip
macOS binaries: r-release (arm64): MfUSampler_1.1.0.tgz, r-oldrel (arm64): MfUSampler_1.1.0.tgz, r-release (x86_64): MfUSampler_1.1.0.tgz, r-oldrel (x86_64): MfUSampler_1.1.0.tgz
Old sources: MfUSampler archive

Reverse dependencies:

Reverse imports: BSGW, DBR
Reverse suggests: RegressionFactory, sns

Linking:

Please use the canonical form https://CRAN.R-project.org/package=MfUSampler to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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