Metropolis
Chaozhi Zheng
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-type
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
Block Metropolis-type
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