Rmodule: Automated Markov Chain Monte Carlo for Arbitrarily Structured
Correlation Matrices
Supports automated Markov chain Monte Carlo for arbitrarily structured correlation
matrices. The user supplies data, a correlation matrix in symbolic form, the current state
of the chain, a function that computes the log likelihood, and a list of prior distributions.
The package's flagship function then carries out a parameter-at-a-time update of all correlation
parameters, and returns the new state. The method is presented in Hughes (2023), in preparation.
Version: |
1.0 |
Imports: |
Rcpp (≥ 1.0.9), utils, Matrix |
LinkingTo: |
Rcpp, RcppArmadillo |
Published: |
2023-08-18 |
Author: |
John Hughes [aut, cre] |
Maintainer: |
John Hughes <drjphughesjr at gmail.com> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
yes |
CRAN checks: |
Rmodule results |
Documentation:
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