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.