Automatically Tuned Markov Chain Monte Carlo
Released Sep 29, 2014 by Jinyoung Yang
Uses adaptive diagnostics to tune and run a random walk Metropolis MCMC algorithm, to converge to a specified target distribution and estimate means of functionals.
This package can be included as a dependency from a Java or Scala project by including
the following your project's
about embedding Renjin in JVM-based projects.
<dependencies> <dependency> <groupId>org.renjin.cran</groupId> <artifactId>atmcmc</artifactId> <version>1.0-b234</version> </dependency> </dependencies> <repositories> <repository> <id>bedatadriven</id> <name>bedatadriven public repo</name> <url>https://nexus.bedatadriven.com/content/groups/public/</url> </repository> </repositories>
If you're using Renjin from the command line, you load this library by invoking:
This package was last tested against Renjin 0.8.2523 on Nov 11, 2017.