geommc: Geometric Markov Chain Sampling

Simulates from discrete and continuous target distributions using geometric Metropolis-Hastings (MH) algorithms. Users specify the target distribution by an R function that evaluates the log un-normalized pdf or pmf. The package also contains a function implementing a specific geometric MH algorithm for performing high dimensional Bayesian variable selection.

Version: 0.1.1
Imports: Rcpp (≥ 1.0.12), cubature, magrittr, Matrix, matrixcalc, mcmc
LinkingTo: Rcpp
Published: 2024-10-18
DOI: 10.32614/CRAN.package.geommc
Author: Vivekananda Roy ORCID iD [aut, cre]
Maintainer: Vivekananda Roy <vroy at iastate.edu>
License: GPL (≥ 3)
URL: https://github.com/vroys/geommc
NeedsCompilation: yes
CRAN checks: geommc results

Documentation:

Reference manual: geommc.pdf

Downloads:

Package source: geommc_0.1.1.tar.gz
Windows binaries: r-devel: geommc_0.1.1.zip, r-release: geommc_0.1.1.zip, r-oldrel: geommc_0.1.1.zip
macOS binaries: r-release (arm64): geommc_0.1.1.tgz, r-oldrel (arm64): geommc_0.1.1.tgz, r-release (x86_64): geommc_0.1.1.tgz, r-oldrel (x86_64): geommc_0.1.1.tgz
Old sources: geommc archive

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