Unit Tests for MC Methods

Unit testing for Monte Carlo methods, particularly Markov Chain Monte Carlo (MCMC) methods, are implemented as extensions of the 'testthat' package. The MCMC methods check whether the MCMC chain has the correct invariant distribution. They do not check other properties of successful samplers such as whether the chain can reach all points, i.e. whether is recurrent. The tests require the ability to sample from the prior and to run steps of the MCMC chain. The methodology is described in Gandy and Scott (2020) .


Reference manual

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0.3.1 by Axel Gandy, 8 months ago


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

Authors: Axel Gandy [aut, cre] , James Scott [aut]

Documentation:   PDF Manual  

GPL-3 license

Imports testthat, stats, rlang, Rdpack, methods, simctest

Suggests knitr

See at CRAN