A Framework for Comparing the Performance of MCMC Samplers

A framework for running sets of MCMC samplers on sets of distributions with a variety of tuning parameters, along with plotting functions to visualize the results of those simulations.


Reference manual

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1.3.2 by Madeleine Thompson, 3 months ago

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

Authors: Madeleine Thompson , except dchud.f and dchdd.f , which were written by G. W. Stewart.

Documentation:   PDF Manual  

Task views: Bayesian Inference

GPL-2 license

Imports methods, mvtnorm

Suggests ggplot2, lintr

See at CRAN