Rmodule: Automated Markov Chain Monte Carlo for Arbitrarily Structured
Correlation Matrices
Supports automated Markov chain Monte Carlo for arbitrarily structured correlation
matrices. The user supplies data, a correlation matrix in symbolic form, the current state
of the chain, a function that computes the log likelihood, and a list of prior distributions.
The package's flagship function then carries out a parameter-at-a-time update of all correlation
parameters, and returns the new state. The method is presented in Hughes (2023), in preparation.
| Version: |
1.0 |
| Imports: |
Rcpp (≥ 1.0.9), utils, Matrix |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Published: |
2023-08-18 |
| Author: |
John Hughes [aut, cre] |
| Maintainer: |
John Hughes <drjphughesjr at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| CRAN checks: |
Rmodule results |
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