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.


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Reference manual

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install.packages("SamplerCompare")

1.2.7 by Madeleine Thompson, 2 years 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