Geometric Markov Chain Sampling

Simulates from discrete and continuous target distributions using geometric Metropolis-Hastings (MH) algorithms. Users specify the target distribution by an R function that evaluates the log un-normalized pdf or pmf. The package also contains a function implementing a specific geometric MH algorithm for performing high-dimensional Bayesian variable selection.


Reference manual

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install.packages("geommc")

1.3.2 by Vivekananda Roy, 5 months ago


https://github.com/vroys/geommc


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


Authors: Vivekananda Roy [aut, cre] (ORCID:


Documentation:   PDF Manual  


GPL (>= 3) license


Imports Rcpp, cubature, Matrix, numDeriv, progress

Suggests knitr, rmarkdown, sass, bslib

Linking to Rcpp, RcppArmadillo


See at CRAN