R package SALTSampler: Efficient Sampling on the Simplex. The SALTSampler package facilitates Monte Carlo Markov Chain (MCMC) sampling of random variables on a simplex. A Self-Adjusting Logit Transform (SALT) proposal is used so that sampling is still efficient even in difficult cases, such as those in high dimensions or with parameters that differ by orders of magnitude. Special care is also taken to maintain accuracy even when some coordinates approach 0 or 1 numerically. Diagnostic and graphic functions are included in the package, enabling easy assessment of the convergence and mixing of the chain within the constrained space.
References in zbMATH (referenced in 1 article , 1 standard article )
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- Director, Hannah M.; Gattiker, James; Lawrence, Earl; van der Wiel, Scott: Efficient sampling on the simplex with a self-adjusting logit transform proposal (2017)