Efficient Sampling on the Simplex

The SALTSampler package facilitates Monte Carlo Markov Chain (MCMC) sampling of random variables on a simplex. A Self-Adjusting Logit Transform (SALT) proposal is used so that sampling is still efficient even in difficult cases, such as those in high dimensions or with parameters that differ by orders of magnitude. Special care is also taken to maintain accuracy even when some coordinates approach 0 or 1 numerically. Diagnostic and graphic functions are included in the package, enabling easy assessment of the convergence and mixing of the chain within the constrained space.


Reference manual

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1.1.0 by Scott Vander Wiel, 2 years ago

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

Authors: Hannah Director , Scott Vander Wiel , James Gattiker

Documentation:   PDF Manual  

BSD_3_clause + file LICENSE license

Imports graphics, methods, stats

Depends on lattice

Suggests knitr, coda

See at CRAN