[R-pkgs] Naive Gibbs Sampling with Metropolis Steps (pkg: gibbs.met)

From: Longhai Li <longhai_at_math.usask.ca>
Date: Wed, 26 Mar 2008 09:41:14 -0600


Hi R Users:

This package provides two generic functions for performing Markov chain sampling in a naive way for a user-defined target distribution, which involves only continuous variables. The function "gibbs_met" performs Gibbs sampling with each 1-dimensional distribution sampled with Metropolis update using Gaussian proposal distribution centered at the previous state. The function "met_gaussian" updates the whole state with Metropolis method using independent Gaussian proposal distribution centered at the previous state. The sampling is carried out without considering any special tricks for improving efficiency. This package is aimed at only routine applications in moderate-dimensional problems.

The website for this software is

        http://math.usask.ca/~longhai/software/gibbs.met/release.html

-- 

Longhai Li, PhD

Assistant Professor
Department of Mathematics and Statistics
University of Saskatchewan

Homepage: http://math.usask.ca/~longhai

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Received on Thu 27 Mar 2008 - 03:35:02 EST

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