Tools for Writing MCMC
Determine if a Metropolis–Hastings step should be accepted
Turn a non-adaptive Metropolis sampler into an adaptive Metropolis sam...
Initialize a Markov chain Monte Carlo run
Load samples from a file-backed MCMC run
Load samples from a partial MCMC run
Resumes an interrupted file-backed MCMC
Converts matrices in a file-backed MCMC to R matrix objects
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>.