The functions of this packages provide Metropolis type sampler for Markov Chain Monte Carlo simulations.
Adaptive Proposal Distribution
StudentTDisplacements — generates samples from the student T distribution with mean zeros
InitialProposal — initializes parameters for adpative proposal distributions
AdaptiveProposal — adapts proposal distributions
InitialProposalScale — initializes parameters for the scale of proposal distributions
AdaptiveProposalScale — adapts the scale of proposal distributions
Metropolis — general metropolis-type updating
StudentTMetropolis — Metropolis-type updating with student T being the proposal distribution
AdaptiveMetropolis — StudentTMetropolis updating with the variance of the proposal distribution adapted every step
MultiTryMetropolis — Metropolis-type updating with multiple tries sampled from the proposal distribution
BlockMetropolis — Metropolis for a set of (conditional) indepdent variables
BlockStudentTMetropolis — StudentTMetropolis for a set of (conditional) indepdent variables
BlockAdaptiveMetropolis — AdaptiveMetropolis for a set of (conditional) indepdent variables