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HI (version 0.5)

Simulation from Distributions Supported by Nested Hyperplanes

Description

Simulation from distributions supported by nested hyperplanes, using the algorithm described in Petris & Tardella, "A geometric approach to transdimensional Markov chain Monte Carlo", Canadian Journal of Statistics, v.31, n.4, (2003). Also random direction multivariate Adaptive Rejection Metropolis Sampling.

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Version

Install

install.packages('HI')

Monthly Downloads

130

Version

0.5

License

GPL (>= 2)

Maintainer

pcp by Giovanni Petris

Last Published

April 29th, 2022

Functions in HI (0.5)

rballunif

Function to generate a random vector uniformly distributed in a sphere
trans.dens

Functions for transdimensional MCMC
convex.bounds

Function to find the boundaries of a convex set
arms

Function to perform Adaptive Rejection Metropolis Sampling