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fmcmc: A friendly MCMC framework

Provides a friendly (flexible) Markov Chain Monte Carlo (MCMC) framework for implementing Metropolis-Hastings algorithm in a modular way allowing users to specify automatic convergence checker, personalized transition kernels, and out-of-the-box multiple MCMC chains using parallel computing. Most of the methods implemented in this package can be found in Brooks et al. (2011, ISBN 9781420079425). Among the methods included, we have: Haario (2001) <doi:10.1007/s11222-011-9269-5> Adaptive Metropolis, Vihola (2012) <doi:10.1007/s11222-011-9269-5> Robust Adaptive Metropolis, and Thawornwattana et al. (2018) <doi:10.1214/17-BA1084> Mirror transition kernels.

Version: 0.5-2
Depends: R (≥ 3.3.0)
Imports: parallel, coda, stats, methods, MASS, Matrix
Suggests: covr, knitr, rmarkdown, mcmc, tinytest, mvtnorm
Published: 2023-08-29
DOI: 10.32614/CRAN.package.fmcmc
Author: George Vega Yon ORCID iD [aut, cre], Paul Marjoram ORCID iD [ctb, ths], National Cancer Institute (NCI) [fnd] (Grant Number 5P01CA196569-02), Fabian Scheipl ORCID iD [rev] (JOSS reviewer)
Maintainer: George Vega Yon <g.vegayon at gmail.com>
BugReports: https://github.com/USCbiostats/fmcmc/issues
License: MIT + file LICENSE
URL: https://github.com/USCbiostats/fmcmc
NeedsCompilation: no
Language: en-US
Citation: fmcmc citation info
Materials: NEWS ChangeLog
CRAN checks: fmcmc results

Documentation:

Reference manual: fmcmc.pdf
Vignettes: Advanced features
User-defined kernels
Workflow with fmcmc

Downloads:

Package source: fmcmc_0.5-2.tar.gz
Windows binaries: r-devel: fmcmc_0.5-2.zip, r-release: fmcmc_0.5-2.zip, r-oldrel: fmcmc_0.5-2.zip
macOS binaries: r-release (arm64): fmcmc_0.5-2.tgz, r-oldrel (arm64): fmcmc_0.5-2.tgz, r-release (x86_64): fmcmc_0.5-2.tgz, r-oldrel (x86_64): fmcmc_0.5-2.tgz
Old sources: fmcmc archive

Reverse dependencies:

Reverse imports: aphylo
Reverse suggests: ergmito

Linking:

Please use the canonical form https://CRAN.R-project.org/package=fmcmc 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.