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.


1. Put any C/Fortran code in src/ 
2. If you have compiled code, add a .First.lib() function in R/
   to load the shared library
3. Edit the help file skeletons in man/.
4. Run R CMD build to create INDEX and data/00Index
5. (Optionally) edit INDEX and data/O0Index
6. Run R CMD check to check the package
7. Run R CMD build to make the package file


 Read "Writing R Extensions" for more information.

Reference manual

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install.packages("HI")

0.5 by Giovanni Petris, 4 years ago


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


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


Documentation:   PDF Manual  


GPL (>= 2) license



See at CRAN