A Framework for Comparing the Performance of MCMC Samplers

A framework for running sets of MCMC samplers on sets of distributions with a variety of tuning parameters, along with plotting functions to visualize the results of those simulations. See sc-intro.pdf for an introduction.


Reference manual

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1.2.9 by Madeleine Thompson, 4 months ago

Browse source code at https://github.com/cran/SamplerCompare

Authors: Madeleine Thompson, except dchud.f and dchdd.f, which were written by G. W. Stewart.

Documentation:   PDF Manual  

Task views: Bayesian Inference

GPL-2 license

Depends on mvtnorm

Suggests ggplot2, synchronicity

See at CRAN