SamplerCompare (1.1)

A framework for comparing the performance of MCMC samplers.

This package consists of two components: a framework for running sets of MCMC samplers on sets of distributions with a variety of tuning parameters and plotting functions to visualize the results of those simulations. See sc-intro.pdf for an introduction. Version 1.1 adds multithreading support, two new samplers, an interface for compound samplers, and log-density autocorrelation time logging.

Maintainer: Madeleine Thompson
Author(s): Madeleine Thompson

License: GPL-2

Uses: mvtnorm, ggplot2, mcmc, multicore, synchronicity

Released almost 9 years ago.