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QAEnsemble: Ensemble Quadratic and Affine Invariant Markov Chain Monte Carlo

The Ensemble Quadratic and Affine Invariant Markov chain Monte Carlo algorithms provide an efficient way to perform Bayesian inference in difficult parameter space geometries. The Ensemble Quadratic Monte Carlo algorithm was developed by Militzer (2023) <doi:10.3847/1538-4357/ace1f1>. The Ensemble Affine Invariant algorithm was developed by Goodman and Weare (2010) <doi:10.2140/camcos.2010.5.65> and it was implemented in Python by Foreman-Mackey et al (2013) <doi:10.48550/arXiv.1202.3665>. The Quadratic Monte Carlo method was shown to perform better than the Affine Invariant method in the paper by Militzer (2023) <doi:10.3847/1538-4357/ace1f1> and the Quadratic Monte Carlo method is the default method used. The Chen-Shao Highest Posterior Density Estimation algorithm is used for obtaining credible intervals and the potential scale reduction factor diagnostic is used for checking the convergence of the chains.

Version: 1.0.0
Imports: stats
Suggests: coda, diagram, expm, knitr, rmarkdown, svMisc
Published: 2025-01-09
DOI: 10.32614/CRAN.package.QAEnsemble
Author: Weston Roda ORCID iD [aut, cre], Karsten Hempel ORCID iD [aut], Sasha van Katwyk ORCID iD [aut], Diepreye Ayabina ORCID iD [aut], Children's Hospital of Eastern Ontario [fnd], Canada's Drug Agency [fnd], Institute of Health Economics [cph]
Maintainer: Weston Roda <wroda at ihe.ca>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README NEWS
CRAN checks: QAEnsemble results

Documentation:

Reference manual: QAEnsemble.pdf
Vignettes: Ensemble Quadratic MCMC algorithm detailed example for fitting a Disease Markov Model (source, R code)
Ensemble Quadratic MCMC algorithm detailed example for fitting a Weibull distribution (source, R code)
Ensemble Quadratic MCMC algorithm detailed example for fitting a Weibull survival function (source, R code)

Downloads:

Package source: QAEnsemble_1.0.0.tar.gz
Windows binaries: r-devel: QAEnsemble_1.0.0.zip, r-release: QAEnsemble_1.0.0.zip, r-oldrel: QAEnsemble_1.0.0.zip
macOS binaries: r-release (arm64): QAEnsemble_1.0.0.tgz, r-oldrel (arm64): QAEnsemble_1.0.0.tgz, r-release (x86_64): QAEnsemble_1.0.0.tgz, r-oldrel (x86_64): QAEnsemble_1.0.0.tgz

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.