-
Notifications
You must be signed in to change notification settings - Fork 0
/
DESCRIPTION
42 lines (42 loc) · 1.54 KB
/
DESCRIPTION
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
Package: rmcmc
Title: Robust Markov Chain Monte Carlo Methods
Version: 0.0.0.9000
Authors@R: c(
person(c("Matthew", "M."), "Graham", , "[email protected]",
role = c("aut", "cre"),
comment = c(ORCID = "0000-0001-9104-7960")),
person("Samuel", "Livingstone", role = "aut",
comment = c(ORCID = "0000-0002-7277-086X")),
person("University College London", role = "cph"),
person("Engineering and Physical Sciences Research Council", role = "fnd")
)
Description: Functions for simulating Markov chains using the Barker proposal
to compute Markov chain Monte Carlo (MCMC) estimates of expectations with
respect to a target distribution on a real-valued vector space. The Barker
proposal, described in Livingstone and Zanella (2022)
<https://doi.org/10.1111/rssb.12482>, is a gradient-based MCMC algorithm
inspired by the Barker accept-reject rule, which combines the robustness of
simpler MCMC schemes such as random-walk Metropolis with the efficiency of
gradient-based algorithms such as Metropolis adjusted Langevin algorithm.
License: MIT + file LICENSE
Encoding: UTF-8
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.2
Suggests:
bridgestan (>= 2.5.0),
knitr,
posterior,
progress,
ramcmc,
rmarkdown,
testthat (>= 3.0.0)
Config/testthat/edition: 3
URL: https://github.com/UCL/rmcmc, http://github-pages.ucl.ac.uk/rmcmc/
BugReports: https://github.com/UCL/rmcmc/issues
Imports:
Matrix,
rlang,
withr
Remotes:
roualdes/bridgestan/R
VignetteBuilder: knitr