mcmcensemble: 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) <doi:10.1007/s11222-008-9104-9> and the 'stretch' sampler from Goodman and Weare (2010) <doi:10.2140/camcos.2010.5.65>.

Version: 2.0
Suggests: coda, mockery, testthat
Published: 2020-10-17
Author: Hugo Gruson ORCID iD [cre, aut, cph], Sanda Dejanic [aut, cph], Andreas Scheidegger ORCID iD [aut, cph]
Maintainer: Hugo Gruson <hugo.gruson+R at>
License: GPL-2
NeedsCompilation: no
Materials: README NEWS
CRAN checks: mcmcensemble results


Reference manual: mcmcensemble.pdf
Package source: mcmcensemble_2.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: mcmcensemble_2.0.tgz, r-oldrel: mcmcensemble_2.0.tgz


Please use the canonical form to link to this page.