overture

Tools for Writing MCMC

Simplifies MCMC setup by automatically looping through sampling functions and saving the results. Reduces the memory footprint of running MCMC and saves samples to disk as the chain runs. Allows samples from the chain to be analyzed while the MCMC is still running. Provides functions for commonly performed operations such as calculating Metropolis acceptance ratios and creating adaptive Metropolis samplers. References: Roberts and Rosenthal (2009) <doi:10.1198/jcgs.2009.06134>.

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Description file content

Package
overture
Type
Package
Title
Tools for Writing MCMC
Version
0.4-0
Description
Simplifies MCMC setup by automatically looping through sampling functions and saving the results. Reduces the memory footprint of running MCMC and saves samples to disk as the chain runs. Allows samples from the chain to be analyzed while the MCMC is still running. Provides functions for commonly performed operations such as calculating Metropolis acceptance ratios and creating adaptive Metropolis samplers. References: Roberts and Rosenthal (2009) .
License
LGPL-3
URL
BugReports
https://github.com/kurtis-s/overture/issues
Encoding
UTF-8
LazyData
true
RoxygenNote
6.1.0
Suggests
testthat, mockery, covr
Imports
bigmemory
NeedsCompilation
no
Packaged
2019-08-10 04:39:48 UTC; kws
Author
Kurtis Shuler [aut, cre]
Maintainer
Kurtis Shuler
Repository
CRAN
Date/Publication
2019-08-10 22:30:02 UTC

install.packages('overture')

0.4-0

11 days ago

https://github.com/kurtis-s/overture

Kurtis Shuler

LGPL-3

Imports

bigmemory

Suggests

testthat, mockery, covr

Discussions