mcmcensemble: Ensemble Sampler for Affine-Invariant MCMC
Provides ensemble samplers for affine-invariant Monte Carlo Markov Chain, which allow a faster convergence for badly scaled estimation problems. Two samplers are proposed: the 'differential.evolution' sampler from ter Braak and Vrugt (2008) <doi:10.1007/s11222-008-9104-9> and the 'stretch' sampler from Goodman and Weare (2010) <doi:10.2140/camcos.2010.5.65>.
| Version: | 3.2.0 |
| Depends: | R (≥ 3.5) |
| Imports: | future.apply, progressr |
| Suggests: | bayesplot, coda, mockery, testthat (≥ 3.0.0), knitr, rmarkdown, mvtnorm |
| Published: | 2025-07-24 |
| DOI: | 10.32614/CRAN.package.mcmcensemble |
| Author: | Hugo Gruson  [cre,
aut, cph],
Sanda Dejanic [aut, cph],
Andreas Scheidegger
[aut, cph] |
| Maintainer: | Hugo Gruson <hugo.gruson+R at normalesup.org> |
| BugReports: | https://github.com/Bisaloo/mcmcensemble/issues |
| License: | GPL-2 |
| URL: | https://hugogruson.fr/mcmcensemble/, https://github.com/Bisaloo/mcmcensemble |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| In views: | Bayesian |
| CRAN checks: | mcmcensemble results |
Documentation:
| Reference manual: | mcmcensemble.html , mcmcensemble.pdf |
| Vignettes: |
Interaction of mcmcensemble with other packages for MCMC diagnostic and plotting (source, R code) Frequently Asked Questions (source, R code) |
Downloads:
| Package source: | mcmcensemble_3.2.0.tar.gz |
| Windows binaries: | r-devel: mcmcensemble_3.2.0.zip, r-release: mcmcensemble_3.2.0.zip, r-oldrel: mcmcensemble_3.2.0.zip |
| macOS binaries: | r-release (arm64): mcmcensemble_3.2.0.tgz, r-oldrel (arm64): mcmcensemble_3.2.0.tgz, r-release (x86_64): mcmcensemble_3.2.0.tgz, r-oldrel (x86_64): mcmcensemble_3.2.0.tgz |
| Old sources: | mcmcensemble archive |
Linking:
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