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.
News
NOTE: for more news about the package, see https://github.com/florianhartig/BayesianTools/releases
BayesianTools 0.1.6
New features
Major changes
Minor changes
Help improvements and clarifications
Bugfixes
BayesianTools 0.1.5
Changes / improvements
marginalPlot changed / updated
Minor changes
Bugfixes:
BayesianTools 0.1.4
Compatibility
added NIMBLE support to getSample and plotting functions
added coda support to plotTimeSeriesResults and plotMarginals
Changes
IMPORTANT: added a warning when calling runMCMC with the "twalk" sampler. At the moment, using this sampler is discouraged
marginalPlot can now plot prior and/or posterior, either as histogram or as violin plots
added bridge sampling to marginalLikelihood
added shortcuts for AM, DR and DRAM samplers
Bugfixes:
when calling getSample on mcmcSamplerList, the chains are now merged instead of concatenated
formulas in the vignette are now rendered correctly
fixed a bug in VSEM help
Minor Changes:
changed the ordering of the summary metrics of summary.mcmcSampler, and summary.mcmcSamplerList
renamed marginalLikelihood output to "ln.ML"
added tests for plotTimeSeriesResults, marginalPlot and marginalLikelihood
added an example with restart to DEzs
BayesianTools 0.1.3
Compatibility
created compatibility to new Rcpp standard
Changes
getSample extended to coda objects, so that all plot functions can also be used on coda objects
plotTimeSeriesResults now includes the option to create residual plots from posterior predictive simulations, calling the DHARMa package
added new utitility functions sampleEquallySpaced and correctThin
Bugfixes
IMPORTANT: fixed a bug in createPriorDensity - results with createPriorDensity prior to this bugfix may be unrealiable
getSample now corrects wrong inputs for thin and numSamples instead of throwing an error
smaller bugfixes in plot functions
BayesianTools 0.1.2
Bugfixes
various smaller improvement / bugfixes in getSample, plot functions / Help (0.1.2)
warnings / bugfixes associated to burnin arguments (0.1.1.2)
bugfix in marginal plots (0.1.1.1)
BayesianTools 0.1.1
Mostly a bugfix release
Minor changes
implemented method for estimating posterior volume (0.1.0.1)
implemented GOF (0.1.0.2)
Bugfixes
removed erroneously created help files (0.1.0.1)
dynload change to conform to R 3.4.x requirements (0.1.1)
smaller bugxfixes and help updates (0.1.1)
BayesianTools 0.1.0