Multivariate-from-Univariate (MfU) MCMC Sampler

Convenience functions for multivariate MCMC using univariate samplers including: slice sampler with stepout and shrinkage (Neal (2003) ), adaptive rejection sampler (Gilks and Wild (1992) ), adaptive rejection Metropolis (Gilks et al (1995) ), and univariate Metropolis with Gaussian proposal.


Reference manual

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install.packages("MfUSampler")

1.1.0 by Alireza S. Mahani, 4 years ago


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


Authors: Alireza S. Mahani , Mansour T.A. Sharabiani


Documentation:   PDF Manual  


GPL (>= 2) license


Imports ars, coda, dlm

Suggests sns, RcppArmadillo, inline, mvtnorm


Imported by BSGW, DBR.

Suggested by RegressionFactory, sns.


See at CRAN