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SALTSampler: Efficient Sampling on the Simplex

The SALTSampler package facilitates Monte Carlo Markov Chain (MCMC) sampling of random variables on a simplex. A Self-Adjusting Logit Transform (SALT) proposal is used so that sampling is still efficient even in difficult cases, such as those in high dimensions or with parameters that differ by orders of magnitude. Special care is also taken to maintain accuracy even when some coordinates approach 0 or 1 numerically. Diagnostic and graphic functions are included in the package, enabling easy assessment of the convergence and mixing of the chain within the constrained space.

Version: 1.1.0
Depends: R (≥ 3.0.0), lattice
Imports: graphics, methods, stats
Suggests: knitr, coda
Published: 2017-08-10
DOI: 10.32614/CRAN.package.SALTSampler
Author: Hannah Director, Scott Vander Wiel, James Gattiker
Maintainer: Scott Vander Wiel <scottv at lanl.gov>
License: BSD_3_clause + file LICENSE
NeedsCompilation: no
CRAN checks: SALTSampler results

Documentation:

Reference manual: SALTSampler.pdf

Downloads:

Package source: SALTSampler_1.1.0.tar.gz
Windows binaries: r-devel: SALTSampler_1.1.0.zip, r-release: SALTSampler_1.1.0.zip, r-oldrel: SALTSampler_1.1.0.zip
macOS binaries: r-release (arm64): SALTSampler_1.1.0.tgz, r-oldrel (arm64): SALTSampler_1.1.0.tgz, r-release (x86_64): SALTSampler_1.1.0.tgz, r-oldrel (x86_64): SALTSampler_1.1.0.tgz
Old sources: SALTSampler archive

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.