rjmcmc: Reversible-Jump MCMC Using Post-Processing
Performs reversible-jump Markov chain Monte Carlo (Green, 1995)
<doi:10.2307/2337340>, specifically the restriction introduced by
Barker & Link (2013) <doi:10.1080/00031305.2013.791644>. By utilising
a 'universal parameter' space, RJMCMC is treated as a Gibbs sampling
problem. Previously-calculated posterior distributions are used to
quickly estimate posterior model probabilities. Jacobian matrices are
found using automatic differentiation. For a detailed description of
the package, see Gelling, Schofield & Barker (2019)
<doi:10.1111/anzs.12263>.
Version: |
0.4.5 |
Depends: |
madness, R (≥ 3.2.0) |
Imports: |
utils, coda, mvtnorm |
Suggests: |
FSAdata |
Published: |
2019-07-09 |
Author: |
Nick Gelling [aut, cre],
Matthew R. Schofield [aut],
Richard J. Barker [aut] |
Maintainer: |
Nick Gelling <nickcjgelling at gmail.com> |
License: |
GPL-3 |
NeedsCompilation: |
no |
Materials: |
README |
CRAN checks: |
rjmcmc results |
Documentation:
Downloads:
Reverse dependencies:
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