Simulation from distributions supported by nested hyperplanes

Simulation from distributions supported by nested hyperplanes, using the algorithm described in Petris & Tardella, "A geometric approach to transdimensional Markov chain Monte Carlo", Canadian Journal of Statistics, v.31, n.4, (2003). Also random direction multivariate Adaptive Rejection Metropolis Sampling.


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install.packages("HI")

0.4 by Giovanni Petris, 9 years ago


Browse source code at https://github.com/cran/HI


Authors: Giovanni Petris <[email protected]> and Luca Tardella <[email protected]@uniroma1.it>; original C code for ARMS by Wally Gilks.


Documentation:   PDF Manual  


Task views: Bayesian Inference, Probability Distributions


GPL (>= 2) license



Imported by BBRecapture, MfUSampler, VARsignR, nlmm.

Depended on by ICBayes.


See at CRAN