Multivariate-From-Univariate MCMC Sampler: The R Package MfUSampler
The R package MfUSampler provides Markov chain Monte Carlo machinery for generating samples from multivariate probability distributions using univariate sampling algorithms such as the slice sampler and the adaptive rejection sampler. The multivariate wrapper performs a full cycle of univariate samp...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2017-06-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/3161 |