Simplifies MCMC setup by automatically looping through sampling functions and saving the results. Reduces the memory footprint of running MCMC and saves samples to disk as the chain runs. Allows samples from the chain to be analyzed while the MCMC is still running. Provides functions for commonly performed operations such as calculating Metropolis acceptance ratios and creating adaptive Metropolis samplers. References: Roberts and Rosenthal (2009) <doi:10.1198/jcgs.2009.06134>.
Version: | 0.4-0 |
Imports: | bigmemory |
Suggests: | testthat, mockery, covr |
Published: | 2019-08-10 |
Author: | Kurtis Shuler [aut, cre] |
Maintainer: | Kurtis Shuler <kurtis.s.1122+CRAN at gmail.com> |
BugReports: | https://github.com/kurtis-s/overture/issues |
License: | LGPL-3 |
URL: | https://github.com/kurtis-s/overture |
NeedsCompilation: | no |
Materials: | README NEWS |
CRAN checks: | overture results |
Reference manual: | overture.pdf |
Package source: | overture_0.4-0.tar.gz |
Windows binaries: | r-devel: overture_0.4-0.zip, r-release: overture_0.4-0.zip, r-oldrel: overture_0.4-0.zip |
macOS binaries: | r-release (arm64): overture_0.4-0.tgz, r-oldrel (arm64): overture_0.4-0.tgz, r-release (x86_64): overture_0.4-0.tgz, r-oldrel (x86_64): overture_0.4-0.tgz |
Old sources: | overture archive |
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