Ensemble Sampler for Affine-Invariant MCMC

Provides ensemble samplers for affine-invariant Monte Carlo Markov Chain, which allow a faster convergence for badly scaled estimation problems. Two samplers are proposed: the 'differential.evolution' sampler from ter Braak and Vrugt (2008) and the 'stretch' sampler from Goodman and Weare (2010) .


Reference manual

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2.0 by Hugo Gruson, 4 days ago

https://github.com/Bisaloo/mcmcensemble, https://bisaloo.github.io/mcmcensemble/

Report a bug at https://github.com/Bisaloo/mcmcensemble/issues

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

Authors: Hugo Gruson [cre, aut, cph] , Sanda Dejanic [aut, cph] , Andreas Scheidegger [aut, cph]

Documentation:   PDF Manual  

GPL-2 license

Suggests coda, mockery, testthat

See at CRAN