General-Purpose MCMC and SMC Samplers and Tools for Bayesian Statistics
Adapts pCR values
The Adaptive Metropolis Algorithm
Provides the default settings for the different samplers in runMCMC
BayesianTools
Helper function for calculating beta
Calculates the marginal likelihood of a chain via bridge sampling
Simulation-based calibration tests
Checks if an object is of class 'BayesianSetup'
Function to combine chains
Convert coda::mcmc objects to BayesianTools::mcmcSampler
Checks if thin is consistent with nTotalSamples samples and if not cor...
Flexible function to create correlation density plots
Creates a standardized collection of prior, likelihood and posterior f...
Convenience function to create a beta prior
Creates a standardized likelihood class#'
Convenience function to create an object of class mcmcSamplerList from...
Creates a standardized posterior class
Creates a standardized prior class
Fits a density function to a multivariate sample
Factory that creates a proposal generator
Convenience function to create an object of class SMCSamplerList from ...
Convenience function to create a truncated normal prior
Convenience function to create a simple uniform prior distribution
Differential-Evolution MCMC
Differential-Evolution MCMC zs
Deviance information criterion
The Delayed Rejection Algorithm
The Delayed Rejection Adaptive Metropolis Algorithm
DREAM
DREAMzs
factorMatrice
Gelman Diagnostics
Generates matrix of CR values based on pCR
Factory to generate a parallel executor of an existing function
Multivariate normal likelihood
Determine the parameters in the block update
getblockSettings
Calculate confidence region from an MCMC or similar sample
Creates a DHARMa object
getPanels
Returns possible sampler types
Calculates predictive distribution based on the parameters
Calculates Bayesian credible (confidence) and predictive intervals bas...
Produce multivariate normal proposal
Extracts the sample from a bayesianOutput
Function to get the setup from a bayesianOutput
Calculate posterior volume
Helper function for blow and hop moves
Standard GOF metrics Startvalues for sampling with nrChains > 1 : if y...
AR1 type likelihood function
Normal / Gaussian Likelihood function
Funktion to compute log(sum(exp(x))
The Metropolis Algorithm
Helper function to change an object to a coda mcmc class,
calculates the Maxiumum APosteriori value (MAP)
Calcluated the marginal likelihood from a set of MCMC samples
Plot MCMC marginals
Plot marginals as densities
Plot marginals as violin plot
Run multiple chains
Merge Chains
Creates a Metropolis-type MCMC with options for covariance adaptatin, ...
Function to calculate the metropolis ratio
Allows to mix a given parameter vector with a default parameter vector
Diagnostic Plot
Performs a one-factor-at-a-time sensitivity analysis for the posterior...
Plots a time series, with the option to include confidence and predict...
Plots residuals of a time series
Creates a time series plot typical for an MCMC / SMC fit
Helper function to create proposal
Rescale
Main wrapper function to start MCMCs, particle MCMCs and SMCs
Gets n equally spaced samples (rows) from a matrix or vector
gets samples while adopting the MCMC proposal generator
Function to scale matrices
Help function to find starvalues and proposalGenerator settings
SMC sampler
Function to close cluster in BayesianSetup
Helper function for sum of x*x
Banana-shaped density function
GelmanMeng test function
Test function infinity ragged
3d Mutivariate Normal likelihood
Normal likelihood
Fake model, returns a ax + b linear response to 2-param vector
Function to thin matrices
Trace plot for MCMC class
T-walk MCMC
Wrapper for step function
Main function that is executing and evaluating the moves
Determine the groups of correlated parameters
To update settings of an existing proposal genenerator
Very simple ecosystem model
C version of the VSEM model
Create an example dataset, and from that a likelihood or posterior for...
Create a random radiation (PAR) time series
returns the default values for the VSEM
calculates the WAIC
General-purpose MCMC and SMC samplers, as well as plot and diagnostic functions for Bayesian statistics, with a particular focus on calibrating complex system models. Implemented samplers include various Metropolis MCMC variants (including adaptive and/or delayed rejection MH), the T-walk, two differential evolution MCMCs, two DREAM MCMCs, and a sequential Monte Carlo (SMC) particle filter.
Useful links