A Framework for Comparing the Performance of MCMC Samplers


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Documentation for package ‘SamplerCompare’ version 1.3.2

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adaptive.metropolis.sample Adaptive Metropolis
ar.act Compute the autocorrelation time of a chain
arms.sample Adaptive Rejection Metropolis Sampler
chdd Cholesky Update/Downdate
cheat.oblique.hyperrect.sample Eigendecomposition-based hyperrectangle method
cheat.univar.eigen.sample Eigendecomposition-based slice samplers
check.dist.gradient Test a gradient function
chud Cholesky Update/Downdate
compare.samplers Compare MCMC samplers on distributions
comparison.plot Plot the results of compare.samplers
compounded.sampler Build a sampler from transition functions
cov.match.sample Sample with covariance-matching slice sampling
funnel.dist Funnel distribution object
hyperrectangle.sample Multivariate slice samplers
interval.slice.sample Univariate slice samplers
make.c.dist Define a probability distribution object with C log-density
make.cone.dist Create a cone distribution object
make.dist Define a probability distribution object
make.gaussian Gaussian distribution objects
make.multimodal.dist Create a distribution object for a random mixture of Gaussians
make.mv.gamma.dist Create a distribution object for a set of uncorrelated Gamma distributions
multivariate.metropolis.sample Metropolis samplers
N2weakcor.dist Gaussian distribution objects
N4negcor.dist Gaussian distribution objects
N4poscor.dist Gaussian distribution objects
nograd.hyperrectangle.sample Multivariate slice samplers
nonadaptive.crumb.sample Sample with nonadaptive-crumb slice sampling
oblique.hyperrect.sample Eigendecomposition-based hyperrectangle method
raw.symbol Locate a symbol
scdist-class A class representing a probability distribution
schools.dist Eight schools distribution object
shrinking.rank.sample Sample with shrinking-rank slice sampling
simulation.result Summarize one MCMC chain
stepout.slice.sample Univariate slice samplers
twonorm Euclidean norm of a vector
univar.eigen.sample Eigendecomposition-based slice samplers
univar.metropolis.sample Metropolis samplers
wrap.c.sampler Create an R stub function for a sampler implemented in C