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

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


3.0.0 by Hugo Gruson, 9 months 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  

Task views: Bayesian Inference

GPL-2 license

Imports future.apply, progressr

Suggests bayesplot, coda, mockery, testthat, knitr, rmarkdown

See at CRAN