General-Purpose MCMC and SMC Samplers and Tools for Bayesian Statistics

General-purpose MCMC and SMC samplers, as well as plot and diagnostic functions for Bayesian statistics, with a particular focus on calibrating complex system models. Implemented samplers include various Metropolis MCMC variants (including adaptive and/or delayed rejection MH), the T-walk, two differential evolution MCMCs, two DREAM MCMCs, and a sequential Monte Carlo (SMC) particle filter.


Reference manual

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0.1.3 by Florian Hartig, 4 months ago

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Authors: Florian Hartig [aut, cre], Francesco Minunno [aut], Stefan Paul [aut], David Cameron [ctb], Tankred Ott [ctb]

Documentation:   PDF Manual  

CC BY-SA 4.0 license

Imports coda, vioplot, emulator, mvtnorm, tmvtnorm, IDPmisc, Rcpp, ellipse, numDeriv, msm, MASS, Matrix, stats, utils, graphics, DHARMa

Suggests DEoptim, lhs, sensitivity, knitr, rmarkdown, roxygen2, testthat, gap

Linking to Rcpp

See at CRAN