MfUSampler

R package MfUSampler. Multivariate-from-Univariate (MfU) MCMC Sampler. Convenience functions for multivariate MCMC using univariate samplers including: slice sampler with stepout and shrinkage (Neal (2003) <<a href=”http://dx.doi.org/10.1214/aos/1056562461”>doi:10.1214/aos/1056562461</a>>), adaptive rejection sampler (Gilks and Wild (1992) <<a href=”http://dx.doi.org/10.2307/2347565”>doi:10.2307/2347565</a>>), adaptive rejection Metropolis (Gilks et al (1995) <<a href=”http://dx.doi.org/10.2307/2986138”>doi:10.2307/2986138</a>>), and univariate Metropolis with Gaussian proposal.

Keywords for this software

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References in zbMATH (referenced in 5 articles )

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  1. Alireza S. Mahani; Mansour T.A. Sharabiani: Bayesian, and Non-Bayesian, Cause-Specific Competing-Risk Analysis for Parametric and Nonparametric Survival Functions: The R Package CFC (2019) not zbMATH
  2. Alireza S. Mahani, Asad Hasan, Marshall Jiang, Mansour T. A. Sharabiani: Stochastic Newton Sampler: The R Package sns (2016) not zbMATH
  3. Alireza S. Mahani, Mansour T.A. Sharabiani: Multivariate-from-Univariate MCMC Sampler: R Package MfUSampler (2014) arXiv
  4. Gilks, W. R.; Best, N. G.; Tan, K. K. C.: Adaptive rejection Metropolis sampling within Gibbs sampling (1995)
  5. Gilks, W. R.; Wild, P.: Adaptive rejection sampling for Gibbs sampling (1992)