Rmodule: Automated Markov Chain Monte Carlo for Arbitrarily Structured Correlation Matrices

Supports automated Markov chain Monte Carlo for arbitrarily structured correlation matrices. The user supplies data, a correlation matrix in symbolic form, the current state of the chain, a function that computes the log likelihood, and a list of prior distributions. The package's flagship function then carries out a parameter-at-a-time update of all correlation parameters, and returns the new state. The method is presented in Hughes (2023), in preparation.

Version:	1.0
Imports:	Rcpp (≥ 1.0.9), utils, Matrix
LinkingTo:	Rcpp, RcppArmadillo
Published:	2023-08-18
DOI:	10.32614/CRAN.package.Rmodule
Author:	John Hughes [aut, cre]
Maintainer:	John Hughes <drjphughesjr at gmail.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	yes
CRAN checks:	Rmodule results

Documentation:

Reference manual:

Rmodule.pdf

Downloads:

Package source:	Rmodule_1.0.tar.gz
Windows binaries:	r-devel: Rmodule_1.0.zip, r-release: Rmodule_1.0.zip, r-oldrel: Rmodule_1.0.zip
macOS binaries:	r-release (arm64): Rmodule_1.0.tgz, r-oldrel (arm64): Rmodule_1.0.tgz, r-release (x86_64): Rmodule_1.0.tgz, r-oldrel (x86_64): Rmodule_1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=Rmodule to link to this page.