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.


Reference manual

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0.4 by Giovanni Petris, 9 years ago

Browse source code at

Authors: Giovanni Petris <[email protected]> and Luca Tardella <[email protected]>; 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