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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:

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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.